Chromebook, how to install .exe files

Hello, I bought a HP Pavilion Chromebook, initially happy with my purchase, but then I encountered a bad surprise :O I wanted to install an executable file, I start the download and click on it once finished, but my computer shows me a message saying that this type of file is not supported and it gives me the link to the Chrome Store to download an app to open them, but I haven't found anything :/

Could you please help me find a solution?

Thank you in advance to all :)