I have an EXE file (compiled from Flash). Is it possible to convert this file to a MP4 file format?
The simple way to do this is by installing a converter. I suggest you have a look at Moyea SWF to Video Converter Pro. The developer states on the official website, that this program can convert Flash EXE files to MP4. However, this is a shareware program. You can use Google in order to find a free solution.