removing Windows files from a Mac
Single click on the EXE file in the downloads folder. Then press and hold the Command Key on the keyboard (next to SPACEBAR) while holding press the DELETE Key then let both go. Now repeat the Command Key press and hold... BUT also press and hold the SHIFT Key. Hit the Delete Key and let all three go.
The first option was keyboard shortcut for "Move to Trash" the 2nd keystroke set is shortcut for "Empty Trash"