While most games these days are installed through stores or platforms like Steam (which manages .exe files for you), Forza Horizon 5 primarily uses the Xbox and Microsoft ecosystems for its installation. However, here are some general steps:

In legitimate digital marketplaces (Steam, Microsoft Store/Xbox App), the user does not download the game executable directly. Instead, they download a "thin client" or manifest file. The actual game data is divided into encrypted "chunks." The executable file ( ForzaHorizon5.exe ) is generated or decrypted by the launcher environment only after the bulk data has been streamed to the local device.

: If you purchase the game through the Microsoft Store, you can play it on both Xbox consoles and Windows PC with shared progress (Cross-Save). Forza Horizon 5 system requirements - Can You RUN It