Actually, I have some software in NRG format and I want to convert it to EXE files. I have used Daemon Tools, but I failed.
Well, .nrg is a compressed file and can be converted to .exe by extraction of the files in it and reconverting the files to a SFX compressed exe file.
Direct conversion is not possible for the file you have. You will have to mount it in an application to extract it. WinISO supports NRG files and can be used as a trial. You can download it through the application page at Software Informer. Once you installed the application, go to File > Open > Select NRG image. After it opened select all the files and choose Extract. Put it in a folder then (with WinRAR installed), right click the folder and choose Add to Archive and tick the following option: