Upload the file to VirusTotal to check it against dozens of antivirus engines.

If you expected a document or a video and find an .exe file inside, do not run it .

If you downloaded this from a site like Nexus Mods or a gaming forum, it is likely a specific asset or mod. Re-check the download page for installation instructions (e.g., "place in the /mods folder").

Knowing the source would help me give you more specific instructions.