I recently created an app (executable) for all of Windows and iOS devices. However I didn't had the chance to actually test it on all of them. So my question is if there is any software that will allow me to test the executable file across the different OS's.
If your application has no graphic user interface there's a
unittest Python module that will work accross all platforms.
When it comes to the UI you'll find that the underlying programming language is less relevant than the GUI technology. What counts is the nature of the GUI objects instantiated. A test tool can access them via their native API independent of the source language.
The Squish GUI Tester tool supports testing of cross-platform Python applications on Windows, iOS and other desktop and mobile platforms. No matter whether the UI technology if Web, Qt or a native one like WPF or Cocoa.
Disclaimer: I'm employed by the maker of this tool. I'm here in my spare time right now, though.