An ".exe" file is a type of executable file commonly used in the Windows operating system. It contains a program that can be run directly by the computer, allowing users to install software or perform specific tasks. When you double-click an .exe file, the operating system executes the instructions contained within it. These files are essential for running applications, games, and utilities on a computer. However, because .exe files can also contain harmful software, known as malware, it's important to only download and run them from trusted sources to ensure your system's safety.