I figured as much but I have been on Android using Joiplay which has been a really good rpgmaker player for me, as it plays 99 percent of games.The exe is pretty much the compressed version the engine spits out, when you run the exe it will extract the game in a folder. Since this version of RPG Maker runs only on windows, they probably didn't care too much about the format.
Will probably have to pull my ancient computer out to install it and compress it for my tablet.
This is usually the first thing I try, but I was trying to get it through android which doesn't like when I change stuff like that.You can extract it with 7-Zip. Other programs that can handle 7-Zip files may work too, though they might need you to rename it to .7z to convince them to try.