How to extract/rip audio contents of an .exe?
Solution 1:
Try File Juicer - it extracts images/text/audio/video from many types of files (see this list of supported inputs/outputs). The PC executable type (exe) is specifically listed as a supported file type. It's not a free app, but can be used in trial mode.
Solution 2:
Try The Unarchiver.
It is free, either from its website or from The Mac App Store and it can extract some files from EXE archives.
If that doesn't work, I would definitely try FileJuicer (which I own and use and love. It can even 'undelete' pictures on your camera card).