How to execute a .exe compiled using fasm

I used the cross compiler "fasm" to compile a sample program, hello.asm,  which prints "Hello World".  I got it compiled on my Window 10 Desktop.  I copied the output "hello.exe" onto a flash drive, bring it over to my Raspberry Pi 3.  Pi 3 does not execute "hello.exe", it asked me to select an App to run the .exe.  I am lost.