Short answer: Not possible.
Long answer: It depends.
You could install a web- and database server on his machine (or create an installer that does it) and run the application locally on his machine.
or
You keep the application on a server and just provide a launcher that opens his browser and points it to the URL of the application.
It might be a good idea to switch to SQLite instead of MySQL but depending on how your application is written it might require a lot of code and SQL Query changes.
PHP Desktop which allows you to create desktop apps in the same way as you build websites with php/html/js.
The convenient solution is not to convert the website to .exe. I think it will be better if you have portable server/php/mysql and make the website work from a usb or CD with autorun.