I want to Monitor websites getting connected by exes installed on my system
You can use TcpLogView from Nirsoft:
TcpLogView is a simple utility that monitors the opened TCP connections on your system, and adds a new log line every time that a TCP connection is opened or closed.
For every log line, the following information is displayed: Even Time, Event Type (Open, Close, Listen), Local Address, Remote Address, Remote Host Name, Local Port, Remote Port, Process ID, Process Name, and the country information of the Remote IP (Requires to download IP to country file separately.)
This utility works on any version of Windows, starting from Windows 2000 and up to Windows 10. On 64-bit systems, you should use the x64 build of TcpLogView.
Example output:
I would love to have a log mechanism to log exe name, Location and websites
TcpLogView can save the output to a log file:
Disclaimer
I am not affiliated with Nirsoft in any way, I am just an end user of their software.