CAN I RUN AN .EXE DIRECTLY FROM A FILE SERVEr?

Question

I don't have to copy the files to MY computer right?

Answer 1

Right.  In fact that's one of the main reasons networks became popular.  

But if there are data files involved, save them to your own private network directory or on your local PC, for privacy reasons.

Answer 2

It is best to drag that file over to your desktop and run it locally, but yes, technically you can run a .exe from a file server.  It puts extra strain on the server and the network, and if something happens to the network (such as a connection drop) that installation dies.