>How Can speed up the exe file.

You do not explain much of what you are doing.

1-Tier?
2-Tiers?
N-Tiers?
Views?
SPT?
What kind of network? Network hardware, connections and speed?
What kind of database?
Optimized? (proper index tags, balanced trees, Rushmore, etc.)


Apart from the other responses you got, have the EXE installed in each workstation and the temporary files created locally to reduce network traffic.