If you disconnect .exe from the internet, how do you reconnect it?

I have Firefox, and a window popped up in the lower right corner of the screen and said that .exe wanted access to the internet, and would I allow it access, and I didn't know what it was at the time and said no, but now advertisements are popping up more often, so I think I shouldn't have done that.

Is there a way where I can allow it access to the internet again?
 
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