I want to run movie files or executable file in linux.
Which command is used run these two filetypes?
You can run some .exe files using:
wine myfile.exe
and to open movie files (as well as most other file types) you can use:
xdg-open mymovie.ogg
This question is a bit non-sensical and could depend on your window manager or shell.
The problem here is you don't execute a movie file, you play it. You do, however execute scripts and programs.
Some information is generally stored in the first few bytes of the file to help determine what it is, and provide hints on how to run it. For example, any well written script will start #! XXXXXXX where XXXXXXX is the shell which is used to run the script.
A Window manager may pick up on these hints, or the file extension (and mime type file) and automagically launch an appropriate piece of software to operate on the file.
wine
to run .exe (windows executables). Any of the tens of linux media players will play your movie files of unspecified format.