Right click windows icon and click Run or apps view under windows system is run with it's icon
Other than pressing the Windows + R keys, you could use the location path in OPTION TWO of the tutorial below to open the Run dialog with.
Run Shortcut - Create in Windows 8
It's not an .exe file, but a reference to use to open the Run dialog.
It is so you can execute commands like regedit, etc.
There's just not a simple .exe file for the Run dialog.