How to deploy an .exe installation using GPO
Wrap an .exe installation into msi.
This method allows to deploy .exe wth all advantages of deploying via GPO Software Installation. The MSI setup runs on a common way, however not writes file and registry changes, only runs a msi custom action that executes an .exe installation with given parameters. All you need is create an empty msi package with a Custom action. There is a free tool to do that - Exe to msi converter.

Using the Exe to msi converter free

1. Select the exe installer file you wish to wrap.
2. Specify the command line parameters to run the exe installer in the silent mode.
3. Click Bulld MSI
4. The msi file will be created in the exe installer file’s directory.