A file with the extension .exe is an executable file. The ending derived from the English word for "execute" has been around since MS-DOS. Under MS-DOS these operating system EXE files were 16 bit files. Today, EXE files are almost exclusively found on Windows systems. In addition to 32-bit, there are now also 64-bit files, which of course can only be run with a 64-bit operating system.
As a Windows user everyone has to do directly or indirectly with EXE files. Almost every application is started by such an EXE file (with the usual double-click) or indirectly via a shortcut that then points to an EXE file.
EXE files can work as individual files, but most applications come with a wealth of additional files like dlls used by the EXE file.
Even if today almost every application has its own user interface, there are also EXE files without such. These so-called console applications are not properly started with a normal start by double-clicking because they expect parameters. In order to make this possible, one needs the command line, which one can start under Windows with the cmd.exe.
Exe files, because they are executable, can also be dangerous to the computer because they can contain malware. Therefore, it is advisable to exercise caution and to perform a virus scan, especially for programs downloaded from unknown sources on the Internet.
Most auxiliary files (such as dlls) required by an EXE file are provided by default to Windows. However, there are now many so-called .NET applications that require the .NET Framework. It should be noted that there are now version 4, but only almost 100% backward compatible. If the required framework is not installed, you will get an error message when attempting to start such an EXE file.
Furthermore, EXE files can also be self-extracting archives, for example from Winrar, which then unpack themselves by double-clicking. Although EXE files are only executable under Windows, the extension EXE under Linux is also used by the Dataflex cross-platform programming system. Executable in the true sense, these files are, of course, only under Windows or using emulators such as Wine.