Both EXE and DLL are used majorly in Windows OS.

EXE is a file extension which denotes that the file is an executable file for Windows. EXE is the short form for 'executable'. The EXE file can be coded in any programming language like Java, C, C++ or Python. Then a converter is used which converts the program to an executable file which can now be run on any machine with Windows OS installed and pertaining to the other system requirements. In other words, the EXE file no longer requires the help of the language compiler to run it. But here we must also keep in mind that not all EXE files are harmless. The viruses are transmitted majorly by the EXE files. In the recent ransomware threat it was issued in public interest that no one should open an EXE from an unknown source. So, we must always be on high alert while dealing with the EXE file.

DLL is also another extension used by Windows OS. It is the short form for Dynamic Link Library. It is Microsoft's implementation of the shared library concept in Windows and other OS-es. The DLL files for any PC can generally be found in the C: drive of the system. A small change in the DLL file of a system can affect the performance of the system majorly. So, again one should not unnecessarily tamper with the DLL files of a system.