AFAIK, there are two prerequisites to consider:
- On the machine executing the exe, the proper version of the .NET Framework must be installed.
- The environment must be configured to execute assemblies from network locations. If you're using .NET 4 or above, it should be enough to set the loadFromRemoteSources config entry as described in several places on the web, e.g. in Rick Strahl's blog post. You can find more information on the MSDN-Page for this topic.