Suppose my friend sends me a .exe, if I click it, is there a risk that the program might delete things from my desktop or maybe rename everything to 123253563.random or something like that?

Can it also access the recycle bin?

Maybe one day a game got breached and when I run the game it deletes everything on my computer..

edit: Sorry I forgot I was in this forum.. how do I move my thread? And where does this belong?