Well i know its frustrating to click on an icon, then wait, and then it turns out that nothing is opening.
well i once had a problem like this where my computer didn’t open any .exe file or rather Application even though i had clicked on the icon several times.
figures out there might be a whole lot of different reasons for it but the issue i had was a Simple Virus.
My advice is always keep an Anti-virus installed and active on your computer because that’ll keep your computer healthy and problem free for most of the time.
I recommend Avast which has a free version that is great on its own but if you want better features you can always buy the premium one.
Download Avast by clicking Here
So i downloaded it and ran the full scan which showed up that my computer had a whole lot of viruses accumulated from ages of internet surfing.
IT cleaned them well and almost like magic, all the .exe files started wokring like before.
Hope this helps you, but it might be that there is some other issue preveting the opening of .exe files. like here
http://www.tomshardware.com/answers/id-1759965/open-exe-files-windows-simple-step-step-guid.html#.
and you might find other problems that result in the same symptom.
Hopefully that’ll solve your problem!