Welcome to the forums @jp125
Previously this was very easy with the use of the pkg library (see here)
but this only supports Common JS (cjs).
Newer versions of Node RED uses ES Modules (ESM) and this has broke the ability or made it near impossible to use such methods.
There are other possibilities like using the solution by @dceejay.
But I'm not sure how upto date it is with current developments.
And lets not confuse the file extension .exe
with Linux