An EXE file can be an installer, a program, or just code. An MSI file is a Microsoft Installer file use to install a program using the Windows Installer.

A program (binary, or executable) is a file on disk somewhere, in a recognized format. Common formats include ELF on Linux, ...

System 15.0 also upgrades the Sysmon schema to version 4.90, which now includes the 'FileExecutableDetected' configuration option to detect the creation of executable files on the monitored device.

In cases where double-clicking the .exe file does not result in a normal mount, simply changing the extension from .exe to .dmg can result in proper function. Only happens with Firefox Most of the ...

In other words, if you have an executable file in a directory that is configured to be in your PATH, you can run that executable from anywhere in the Linux file structure.