dmxconv.exe: which program is it?

dmxconv.exe is a normal part of DoomTools when it sits in the program's install folder and carries the publisher's digital signature. A file with the same name in another folder can be something else: check its signature and hash.

By default the installer puts it in %ProgramFiles%\DoomTools. The folder can be changed during installation.

Uninstall DoomTools through Settings → Apps or with winget; the uninstaller removes dmxconv.exe with it. Deleting the file alone leaves the rest of the program behind.