I'm not sure I completely understand your question, so let me answer to the best of my ability.
(GNU/)Linux can't run the Windows program format (.exe) natively. However, there is a windows program loader, wine, which will run them (with varying degrees of success). I say `program loader', because Wine Is No Emulator
The native GNU/Linux programs are stored in a format called ELF. For instance,
Code:
$ file $(which ls)
/bin/ls: ELF 32-bit LSB executable, Intel 80386, version 1 (SYSV), for GNU/Linux 2.2.0, dynamically linked (uses shared libs), for GNU/Linux 2.2.0, stripped
It will also run the older a.out format, and IIRC newer kernels also support a format called COFF. You may want to google for the format names for more information.
Also, you may be interested in what ld does.
Hope this helps.