What program is needed to run an EXE file?
Typically, any of the Microsoft operating systems can run EXE
files.
It started with MS-DOS (Microsoft Disk Operating System) and has
been in place in Windows 95, 98, ME, NT, XP, Vista, 7, 8, and other
Windows systems as well.
In other words, the operating system itself (the system command
processor part of the kernel) is what runs the EXE files.