Is it possible to open/install a .exe file on a macbook? Yes?.......How do i go about it?
Use BootCamp and install Windows, or use Paralells to install Windows in a virtual machine. Or, try the beta of CrossOver Mac: http://www.codeweavers.com/products/cxmac/
Being an .exe file it's meant for Windows or DOS. Mac OS just won't run it as-is.
Actually... OS X can deal with certain .exe's without emulation or Windows...
And before even considering installing Windows on a Mac... try
unless you specifically need fast graphics for games, its a nicer solution (no chance of bricking your HD)