If you own the source code of the EXE, you cannot convert it, but you can or port it.

An EXE is a Windows PE binary expecting x86/ARM64 Windows code and Win32 APIs. An IPA is a signed Mach-O binary expecting ARM64 iOS code and Cocoa Touch APIs. They share nothing but the fact that both contain bytes.

Windows apps on an iPhone, true file conversion remains a technical impossibility due to the fundamental differences in how the two systems operate. on iOS to run specific EXE files?

If you download an "EXE to IPA converter" from a YouTube description, you are likely downloading one of three things: