You could try this:
1. Put your exe into the virtual drive (optional)
2. Open playonlinux, click Configure, choose your drive in the left, choose Miscellaneous tab in the right
3. Click "Run a .exe in this virtual drive", browse to your exe file, click Open
-->Your exe should run now
You can even create a shortcut for it:
1. Switch to General tab, click "Make a new shortcut from this virtual drive"
2. Pol will scan for executable files in your virtual drive which include your exe file as well (suppose you put it there earilier)
3. Choose your exe and create a shortcut for it
-->Now it even appears in the main pol menu, enjoy