Let’s say I have a game that is already built with Unity. I do not have its source-code, only the exe-file is present. Now, I need to add some new features on top of it. Is it possible to import the existing game to a new Unity project, e.g. by adding it to an empry GameObject?
No. For several reasons:
a.) If the only file present is the .exe file, you don’t even have the full game. Standalone builds require not only an executable file, but also a _Data directory containing all of the resources used in the game - the graphics, sound, and scripts etc. Without those, the executable file alone is useless.
b.) Even if you did have the full game, it would be in compiled form. Think of creating a game like baking a cake: once you’ve baked the cake, you can’t go back and decide to add more ingredients - you’d need to start again and bake a new cake from the recipe (which is equivalent to compiling a new version of the game from the source code, which you say you don’t have…).
c.) I’m assuming that you did not write the game that you are attempting to alter, and therefore any attempt to modify or reverse-engineer it almost certainly represents a breach of the license terms, an infringement of the owner’s copyright and possibly other IP.