Is the exe only not communicating back to LUCY or is it maybe getting blocked from running? As all LUCY's file templates only run for a few seconds in the memory beside the interactive console post, you could try to generate a campaign with interactive sessions (
http://phishing-server.com/PS/doc/dokuwiki/doku.php?id=interactive_reverse_http_s_sessions) and check in the process explorer, if you see the file.exe running as a process in the context of the user. If you don't see the file, you know that something is blocking the execution or your windows version is not compatible with the file templates. In that case you can download our malware testing toolkit which will generate a lhcf.txt file on your desktop with debugging info that can help us investigate the issue. You can then send us this text file. Here is the link to our test file:
malwaretestingtoolkit_logile.zip