If it is Flash (as in Adobe Flash), the code is platform agnostic. In other words, you don't need to create multiple versions since the code itself will work on any platform that Flash is supported on.

It would appear here that the developer took the Flash content and "wrapped" it in an exe file. They probably did this because Flash doesn't compile to native executables - it gets compiled into its own format (swf). What you need to do is take the source, compile it in Flash (which will create the swf file) and then find a way to get it to run as a binary. I don't know how to do that last step so I'll have to leave that to a more experienced Flash developer. From where I sit, I would just compile to swf, embed it into a webpage and put that on the disc but there may be a more elegant solution. You could also make it an AIR app which has the benefit of being cross-platform (info here). This last solution however requires the AIR runtime to be installed (which I believe can be installed on demand but I'm not positive).