Ubuntu and related (Unix/Linux/BSD) systems don't typically designate applications with the
.exe extensions. (They can be interpreted by the system according to file associations, MIME types, format of the file, and so on.)
Executable files (that is, applications) are usually found in
bin directories. (There are other questions and references that go into detail on the where and why.)
There are some handy commands to find these files, but in many cases, the system already knows where there are -- if you can execute google-chrome manually, it is probably already in a place (path) that Ubuntu knows about, so just adding the name of the application (google-chrome) in something like the startup menu is sufficient.