You can't open a .exe file in a text editor. It doesn't matter what OS you are using. The .exe files are binary files, they don't contain ascii characters, so when you open them in a text editor they will look like gibberish.
Also, a standard windows .exe file won't run on a Mac anyway because it's been compiled for a Windows system.
You can load an emulator like WINE (someone mentioned this above), but that still won't help you open the file in a text editor, it will only allow the emulator to execute the code.