Bat to Exe Converter is a free Windows tool to convert BAT files to EXE easily without using CMD. You can also use this Bat to Exe online tool.

When you double-click the .exe file, the program will launch. To find Command Prompt’s .exe file, open File Explorer and go to your System Folder > Windows > System32.

Firefox does not allow you to directly open exe files, presumably for security reasons. I would like to be able to do this.