Just so we're clear, did you find this file on your Mac? As Mick suggests, look at the View History to see where the file was located.
Bear in mind that .exe fils cannot execute within the Mac OS. If the file is within an archive file (i.e. a .zip) then SEP can't modify the contents of the zip. The View History will give you a direction to move in.
I highly recommend enabling Automatic Repair for Auto-Protect, Manual Scans and Scheduled Scans. I have some edits pending to the document "
Infected files are detected but not repaired ". Here is the relevant section that does not yet appear in the linked document.
For SEP managed computers:
To enable Automatic Repair for Auto-Protect:
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Log into the Symantec Endpoint Protection Manager (SEPM).
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Go to Policies >Antivirus and Antispyware and edit the appropriate policy for the group in which the Macintosh clients belong.
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In the policy, under Mac Settings, choose File System Auto-Protect.
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In the Scan Details tab, check the box for Automatically repair infected files.
To enable Automatic Repair when a scheduled scan is performed:
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Log into the Symantec Endpoint Protection Manager (SEPM).
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Go to Policies >Antivirus and Antispyware and edit the appropriate policy for the group in which the Macintosh clients belong.
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In the policy, under Mac Settings, choose Administrator-Defined Scans.
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In the Common Settings tab, check the box next to Automatically repair infected files.
To enable Automatic Repair when a manual scan is performed:
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Log into the Symantec Endpoint Protection Manager (SEPM).
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Go to Policies >Antivirus and Antispyware and edit the appropriate policy for the group in which the Macintosh clients belong.
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In the policy, under Mac Settings, choose Administrator-Defined Scans.
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In the Scans tab, under Administrator On-demand Scan, click on Edit....
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On the Scan Details tab, under Actions, check the box next to Automatically repair infected files.
Thanks,
sandra