Can I convert a song that's as an exe file back to mp3 file

Probably not. An EXE is probably a self playing file. May not be in MP3 format. It was probably sent that way to prevent copying.

There is no such thing as a .exe song. Are you trying to hide a .exe inside a .mp3?

Anyway, if you mistakenly renamed the file from .mp3 to .exe, just rename it back.

If you can play that exe file, then you can capture the audio output with a utility like this and save it as an mp3: Free Sound Recorder Software Download