For powershell, the Get-ChildItem method can be used with an -Include parameter to filter the found files:

Get-ChildItem -Path C:\Temp -Include *.exe -File -Recurse

To delete the found files pipe them into a foreach block or into Remote-Item

Get-ChildItem -Path C:\Temp -Include *.exe -File -Recurse | foreach { $_.Delete()}
# or
Get-ChildItem -Path C:\Temp -Include *.exe -File -Recurse | Remove-Item -Recurse