Is it possible to use "exe installers" with pip?

Just because I found this question earlier than the better answer in Can I install Python windows packages into virtualenvs?: there is now a way to convert exe installer into wheels which then can be installed via pip. The link has the details.

No, with pip it is not possible to install an .exe file. These .exe files provided are installer scripts themselves and should be managed by the operating system itself.

I don't think this is possible with pip, but this can be done with easy_install. e.g.

$ easy_install -U -Z "exe_installer_path"

--upgrade, -U
--always-unzip, -Z

For further explanation of the command line options please take a look here.