I have a Lumia 650 with Microsoft Windows 10 Mobile system and have problem install extract .exe files. I also cannot install any virus program on it like Avast. Please advise.
You must convert the installed and desired application (EXE) to Appx and change the architecture and OS in Appx to make compatibility with the device. When you do so, just sign the app and send it to Windows 10 Mobile and simply install and use it. This is one way and also risky because of the screen size and some options in the desired program. If you use this method or any other to start a desktop app, you're doing it at your own risk.