Your need to open the Deployment workbench and navigate to the applications section, from there you can add a new application which will be available to clients when the task sequence variables are being selected prior to the image being deployed.
Once there you will be asked whether you your application contains source files or not. Since this is an .EXE you won't need to select it contains source files, since all the source files will be built into the .exe, in most cases.
You would only select that the application has source files when you're using an .MSI for example, which usually has a number of other files associated to it needed to successfully complete the installation.
This setting basically tells MDT to either copy the entire source directory of application files to the Deployment share or just copy only a single file such as your .EXE.
In my experience, it's always best to opt with an .MSI over deploying a .EXE as silent install commands are not always built into the package for .EXE executables I don't believe. However .MSI packages will accept known parameters such as:
As mentioned in other answers, you need to know the silent install command for installing the package if you're using a .EXE, with an .MSI you can use the standard parameters.
setup.exe -S -Q
Msiexec /i setup64.msi -qn -norestart
The task sequence basically runs the command lines you specify after installation of windows, just as you would if you were installing a application via the command line on a machine manually, so test prior to adding to MDT.