Many EXE files contain executable program and other components called resources, such as bitmaps and icons which the executable program may use for its graphical user interface.
There are several main executable file formats:
1 DOS: 16-bit DOS MZ executable and 16-bit new executable
2 OS/2: 32-bit linear executable and mixed 16/32-bit linear executable
3 Windows: 32-bit portable executable and 64-bit portable executable
Besides these, there are also many custom EXE formats, such as W3 (a collection of LE files, only used in WIN386.EXE), W4 (a compressed collection of LE files, only used in VMM32.VXD), DL, MP, P2, P3, and probably more.