EXE is a file extension for an executable file format. An executable file contains a set of highly specific instructions for the computer to follow. An executable or EXE file can be run by a third party program or You can run it through command line OR you can also run it by just double clicking on it. It can run on Microsoft DOS and Windows. There are two more executables that run on windows i.e. .COM and .BAT
A file end with .exe extension is really a executable program that when opened causes the operating system to run the program. If you receive an .exe file as an email attachment be sure that the .exe is coming from authenticated source before running it because if you might thinking about what is exe file extension is and then just double click it to see what it is, it will spread a virus in your whole computer RECENT EXAMPLE :- WannaCry
This file format belongs to Installer Packages category
EXE File is automatically opened by Microsoft Windows No Third Party Software Needed
As stated above EXE file extension is design and developed by Microsoft
Microsoft Windows and other operating systems can automatically open the EXE file extension.