How do I allow an executables, .exe file

Hello

My son has access to Minecraft and this is started via a .exe file on the desktop but I cannot seem to find a way to allow that within any of the settings, can anyone help?

Thanks

Hello

My son has access to Minecraft and this is started via a .exe file on the desktop but I cannot seem to find a way to allow that within any of the settings, can anyone help?

Thanks