The choices for application type in SCCM 2012’s Application drop down does not include an option to install .exe. There’s a way around this to get an exe file deployed.
In the following example I will actually be deploying a Microsoft Hotfix (KB2533623) which is really an .msu file. However the command to deploy the hoftfix is wusa.exe Windows6.1-KB2533623-x64.msu /quiet /norestart so I am referencing an .exe for the installation.
Create a new application in SCCM 2012
Choose ‘Manually specify the application information’. Click Next.
Click the Add button
Choose ‘Manually specify the application information’ again. Click Next.
Enter a name for the deployment type and click Next.
Enter the share location for the application source files and enter the command to execute the installation, in this instance wusa.exe Windows6.1-KB2533623-x64.msu /quiet /norestart. Click Next.
Add in a detection clause for the application. Click Next.
Choose your deployment criteria accordingly and click Next.
Click Next all the way to the end of the wizard. You can now distribute the content to the DP ready for deployment to a collection or via a Task Sequence.