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Add the Run Command as a Windows 10 Start Menu Tile. First, weâll need to access the Run commandâs icon, and there are two primary methods to do this. The first is to access the Run command in its current location, buried in the Start Menu at All Apps > Windows System > Run. The second method to access the Windows Run command icon is to use Start Menu (or Cortana) Search.
Running EXE Files (Windows) 1  1. Double-click an EXE file to run it. EXE files are Windows executable files, and are designed to be run as programs. 2  2. Open the Registry Editor if you can't run EXE files. If you get error messages when you try to run an EXE file or nothing happens, there may be a problem with your Windows registry settings.