windows_exporter.exe: which program is it?

windows_exporter.exe is a normal part of windows_exporter 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%\windows_exporter\textfile_inputs. The folder can be changed during installation.

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