First of all:
- worksheet is a component of a workbook
- there are no macro worksheets (unless you're using the very old Excel 4.0 macros)
- macros are VBA code hold in modules (either standard or class modules) and in worksheets and userforms class modules
- workbooks are at the file level (.xlsx, .xlsm) as an executable (.exe)
The closer you can get is compressing the .xls? file with WinRar (or any other compression software with self extraction features) and generate a .exe file to be self extracted. But not executed, since you'll need the whole Excel and part of the Office installation environment.
BTW and just curious, what do you want to convert a workbook into an executable file?