Bat to Exe Converter is a free Windows tool to convert BAT files to EXE easily without using CMD. You can also use this Bat to Exe online tool.

Renegade's Random Tech weblog has a simple how-to for converting batch or .VBS scripts into executable forms using a lesser-known Windows program called IExpress.

You can convert registry or .REG files to .BAT, .VBS or .AU3 files using portable freeware Reg Converter for Windows 11/10.

Converting texts between formats is a bit of a pain to do on a file-by-file basis, but thankfully, MacIssues shows how to convert text files in bulk using a simple terminal command.