Bat to Exe Converter is a free Windows tool to convert BAT files to EXE easily without using CMD. You can also use this Bat to Exe online tool.

As you can see, converting a PowerShell script into an EXE file is a simple process. Even so, there are a couple of things that you need to know before you try this out on your own.

Renegade's Random Tech weblog has a simple how-to for converting batch or .VBS scripts into executable forms using a lesser-known Windows program called IExpress.