App Engine Flexible uses VMs with Linux images as the host machine, which then run Docker containers, so I don't believe this is currently possible. Microsoft has been talking about Windows containers, but I believe they can only run on Windows hosts which App Engine Flexible does not currently support.
https://msdn.microsoft.com/en-us/virtualization/windowscontainers/quick_start/quick_start_windows_server
The only way I can think of to run a Windows exe on App Engine flexible would be to figure out a way to run the Windows exe on Linux, which may be possible with something like WINE. Take a look at this question here:
https://superuser.com/questions/216629/can-i-run-a-windows-exe-file-on-linux
If I had to guess, this is likely what the person who told you this was possible had in mind.
In the Container Engine world, supporting Windows containers is a topic of discussion in Kubernetes, which may eventually end up in Container Engine, but as you can see all these ideas are still early development stages:
https://github.com/kubernetes/kubernetes/issues/22623