Save the .exe file to a known folder (e.g., Downloads).
If the file fails to run, it may require .NET Framework or Visual C++ Redistributables to function. What is an "Anniversary Edition" .exe ?
Often, such files are created to add content, fix bugs, or improve graphics in fan projects or indie games. To give you better info, I need to know:
did you download this file from (e.g., a forum, a game site, a friend)?
If you are unsure of the safety, run the file within a Windows Sandbox environment to prevent potential damage to your host system.
Suggests this is a mature version with significant updates over original releases.