Hello Dan,
I'm going to try and offer you a feasible answer - hopefully I understood the question correctly
You can simply upload the .exe to a directory on your webserver - if you are using cpanel, sign into your account and click on "file manager" the click on the folders and navigate to the directory you want the .exe to be - then click on "upload files" link and upload
When you want to distribute your ebooks, give out an absolute path link, i.e.:
yoursite.com/ebook/directory/ebook.exe
When they click it will automatically download to their computer.
If you want to FTP, it depends on the software you're using...but it's pretty much the same thing...
Hope that helps - if not, let me know and I'll try to explain it better
Teli