.exe

It's an executable file is usually used by Microsoft Windows, just like, but it cannot run in Mac.

How it works
In computing, an executable file causes a computer "to perform indicated tasks according to encoded instructions, as opposed to a data file that must be parsed by a program to be meaningful. These instructions are traditionally machine code instructions for a physical CPU. However, in a more general sense, a file containing instructions (such as bytecode) for a software interpreter may also be considered executable; even a scripting language source file may therefore be considered executable in this sense. The exact interpretation depends upon the use; while the term often refers only to machine code files, in the context of protection against computer viruses all files which cause potentially hazardous instruction execution, including scripts, are lumped together for convenience.