What is a EXE file
EXE (executable file) is the common denotation of a computer program on DOS, OpenVMS, Windows, etc. Resources, bitmap graphics, icons, and other components for running a program are contained in EXE files. When compressed, it is often possible to use the compressed version in the same way as the uncompressed version using executable compressors (ie: runtime packers, software packers, etc). Compressed EXE files are self-extracting archives using CUP386 and UNP. Most computer users know to look for the EXE file to run certain programs if a shortcut to run the program hasn't been created in the installation process.
12-Bit DOS MZ Executable files are identified with “MZ” leading the file name in ASCII. 16-Bit New Executable files are used in 16-bit OS/2 and Windows, and use “NE” in ASCII. OS/2’s 36-bit Linear Executable is identified by the use of “LX” and is only compatible with OS/2 2.0 and higher. Mixed 16/32-bit Linear Executable can be identified by the “LE” and is used for Windows 3.x, OS/2, and Windows 9.x. Windows 16-bit New Executable ignores the MZ code seen in Dos. 36-Bit Portable Executable uses “PE”. 64-Bit Portable Executable utilizes “PE” with wider fields. 32 and 64-bit PE files can both work.
Here's a small, but not exhaustive list of programs that can open EXE documents: