No legitimate Tekken5.exe file exists for PC. Websites offering a standalone executable are either distributing emulators (legal) with copyrighted ISOs (illegal) or spreading malware. To play ethically: dump your own PS2 disc using ImgBurn, extract the BIOS from your own PS2 console, and use the official PCSX2 executable.
First, we must clarify a common misconception. There is no native Windows EXE file for Tekken 5. Namco Bandai never ported this title to PC. When people search for a "Tekken 5 EXE file," they are usually looking for one of two things: Tekken 5 Exe File