Is there any possibility to run an .exe by LUA or a command?

Hi all.

Is there any possibility to run an .exe by LUA or a command through my server?

No.

Not without a module.

http://www.facepunch.com/showthread.php?t=464014

A user can upload a dll to their garrysmod/lua/modules/ folder and take over your box if you aren’t careful. (If you are a worried server hoster that is)