*********.exe

**********.exe is a malware injected in the pc and cause some concerns. Wht CCleaner does not detect it as a malware and remove it ?

CCleaner is not an antivirus/antimalware application.

CCleaner will not remove malware - it is not designed to do that job.

Use an antivirus/antimalware programme to remove nasties.

PS. The application that you named is not actually malware, it is Adware and is flagged by AVs/AMs as a PUP (Potentially Unwanted Programme) - which means that while most people would not want it there will be some who do want to have it on their machine.