Good day. I decided to publish my game on Itch.io. However, I don't want users to be able to just copy the .exe file. I know that there will be admins who will say - "Piracy is good". But get only one purchase and see how the file (not broken, just copied!) is downloaded by everyone. Itch.io has an OAuth API, but I was unable to get whether the user bought the game. Can help me?

I think for an "offline"-game you cannot do that. OAuth can be used to authenticate the user with your server. Then your server can check via https://itch.io/api/1/KEY/game/GAME_ID/purchases if the connected user has purchased your game.

Maybe have a good game that people want do download first, and fuss about ways to minimize piracy later.

How many unknown indie games did you buy recently? Did you buy them, because they had drm? The thing with drm is, it will not give you any additional users. To the contrary. You will lose not only the incompetent pirates, but also legit users in many instances. There are people not touching drm games with a ten foot pole. Especially from indie developers. You are an amateur, doubly so for drm. Whatever you cook up is bound to make problems for legitimate users. For that matter, the professional solutions do so as well.

It isn't that piracy is good, but that drm is bad. And we are talking about indie games here. Most games will have a sales volume so low that any hoped for effect of reduced piracy will be consumed and surpased by the concrete loss in time and ressources to implement the drm. 

And the actual effect is of course debateable, but this is an old disussion. Let us just say, you will compete against legitimatly free games and there is a reason why pay what you want is so popular on itch.