.exe files, or Windows executables, can be run with varying stages of success using Wine. There are specialized versions of it for different jobs and applications. There's regular old Wine that comes with many, if not most modern Linux distros, and has vastly improved over the last two years. There's CrossOver Wine which specializes in Windows Office apps and related Windows programs. Cedega, from Transgaming Technologies, specializes in running Windows games. Win4Lin from Netraverse, allows you to run an entire Windows operating system right from your Linux desktop.
 
Wine can be a lot of fun to play around with, trying to get Windows programs running, and can also be frustrating.
 
Just a few days ago, I got Final Draft, a screenwriting program, working almost perfectly using regular old Wine.

what is the executable file for linux?

Look in /usr/bin/. That's where many of the Linux executables are, or there will be links to them from /usr/bin.

I think what Viper is confused about is file extensions. He is used to executable files on Windows carrying the .exe extension. Most executable files in windows use this extension, but they can also use .bat and others. Linux does not normally run windows .exe files, but as Dapper said, a program called wine can often run them - www.winehq.org. Also, there are comercial verisons of wine such as Codeweavers Crossover Office - which runs windows apps well, and had a nice user interface. Transgamings winex/cedega version of wine can run many windows only games uner linux.
 
Linux does not have any special executable file extension. Executible linux files may have an extension like .bin, .sh or have no extension at all. From the command line these can be run with ./nameoffile .

I would like to add onto OldSpiceAP's info...
 

Quote:From the command line these can be run with ./nameoffile . 
the ./ signifies the current working directory. Type "pwd"<enter> and the . will be that.
 
ie: pwd = /usr/bin
./program = /usr/bin/program