I've heard that you can do this without downloading software, and that it's done by using iexpress and .bat files.
But I can't do it with iexpress or batch files, so I'm wondering how you do it.
And yes, I've tried admin.
There are several tools that can convert batch to exe but it is not a good idea since they usually get detected as virus by most anti-viruses after the conversion.
But here you can follow some step-by-step: https://adamtheautomator.com/bat-to-exe/