It depends:
Where do you want the executable to run? (Which machines physical memory?)
If you want to run the exe on your own machine, but you want to leave the file on the remote device, then just map a drive to the share. (can be C$, but doesn't have to be) and then run it. If the executable can be pointed at a directory or file, you can point it at a local drive or the remote drive. For example:
C:\>net use m: \\server\share
C:\>m: <== Assume that the DIR.EXE is present in this folder
M:\>dir <== would give you directory listing of remote machine (m:\). Exe loaded from remote drive, but executes in local memory.
M:\>dir c:\ <== would give you directory listing of local machine C:\. Exe loaded from remote drive, but executes in local memory.
M:\>c:
C:\>dir m:\ <== would give you directory listing of remote machine (m:\). Exe loaded from local drive, and executes in local memory.
C:\>dir c:\ <== would give you directory listing of local machine C:\. Exe loaded from local drive, and executes in local memory.
To run the exe on the remote computer, you need something like Terminal Services or Telnet or AT
If you were to telnet into the remote server:
C:\>telnet \\server
NOW ON REMOTE SERVER:
C:\>dir <==would give you directory listing of remote machine C:\. Exe loaded from remote drive, and executes in remote memory. Only screen output is sent to the local client.
C:\>dir m: <==Drive not found error message. The remote session doesn't have any drives mapped--the drive was mapped on your LOCAL machine/session.
C:\>exit
C:\> <=== Back to your LOCAL machine
Hope that helps.