The difficulty is that Windows and Linux have completely different APIs: they have different kernel interfaces and sets of libraries. So to actually run a Windows application, Linux would need to emulate all the API calls that the application makes.
Can I run Windows programs on Linux?
Windows applications run on Linux through the use of third-party software. This capability does not exist inherently in the Linux kernel or operating system. The simplest and most prevalent software used for running Windows applications on Linux is a program called Wine.
Why doesn’t Linux have exe?
You just can’t plainly execute .exe files for (at least) two reasons: EXE files have different file format to one used by Linux. Linux expects executables to be in ELF format (see Executable and Linkable Format – Wikipedia ), while Windows uses PE format (see Portable Executable – Wikipedia ).