Hi, radar5000 -
There are different kinds of "executables" on Linux, just like there are under Windows. If you want to make a binary ".exe" under Windows, you'd need a "compiler". Visual Studio popular under Windows. Similarly, you'd need a compiler under Linux. "Gcc" is a popular choice for Linux C/C++ compiler.
Windows recognizes ".exe" files by their suffix (.exe). Linux, on the other hand, recognizes a file as "executable" by its *file permissions*. Even if you had a valid Linux ".exe", you'd need to set its permissions, using the command "chmod +rx MYFILE" (where "MYFILE" is the name of your program). You generally don't have to worry about "chmod": the GCC compiler takes care of this automatically for you.
Here's a somewhat dated - but still useful - tutorial on GCC:
http://www.bigwebmaster.com/General/Howtos/GCC-HOWTO/
Another kind of executable is an "interpreted script". Windows has ".bat" files. It also has .cmd, .vbs, and lots of other "script" formats. The Linux equivalent of a .bat file is a "shell script". Again: you don't need any special suffix, but you *do* need to "chmod +rx FILENAME", and it does need to be written in a special language. The default shell in Linux is "bash":
Here's a tutorial on bash:
http://www.hypexr.org/bash_tutorial.php
Finally, you can run a Java program on Linux just as you can on Windows - all you need to do is install the Java runtime someplace.
'Hope that helps .. PSM