How do you set execute permissions on a .exe that is on a mounted image (.ISO file)?
Depending of the filesystem of you .iso you can also mount the image as executable by adding option
In case you just need to run a Windows .exe file with Wine you could also issue:
from a command line.
I would edit the ISO first with ISO Master (available from the software centre).
Double click your ISO and then navigate to the file you want to change the permissions.
Right-click the file and choose "Change Permissions"
Tick the check-box "x" as per this picture - this will change the execute bit for the user.
Then save the ISO. You can then remount the ISO using Archive Mounter and execute your executable file within the new ISO.