If your console is not modded, you cannot use XEX files at all. Stick to the physical disc or buy the game digitally on Xbox Marketplace (if still available).
An ISO file is a single, sector-by-sector copy of an original Xbox 360 game disc. It is the raw, encrypted image containing the game data, video files, and security sectors. A standard PC cannot read an Xbox 360 ISO because the file system is proprietary (XGD2 or XGD3). xbox 360 iso to xex converter
No article about an Xbox 360 ISO to XEX converter is complete without addressing the legal gray area. If your console is not modded, you cannot
Some custom dashboards include xexISOloader.xex , which can mount ISO files on-the-fly. This saves hard drive space but increases load times. If your console is not modded