I don't see why not. EXE's are strictly read-only, so they don't need to worry about sharing. Be carefull however of what the exe does: if it keeps a config file open in the same folder as the exe, this could lead to a sharing conflict. Try to separate between "all-users" data (read only file or carefull sharing) and data for specific users (keep on users pc, e.g. registry).
There are always problems doing that if you plan to update the EXE at a later time. If anyone's running it, you won't be able to replace it with a newer version.
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