I know that binary executables in windows belong to PE, but what about libraries like .dll or .lib files, do they belong to the category of PE?

And what about the executables in linux?

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From Wikipedia Portable Executable:

Filename extension .cpl, .exe, .dll, .ocx, .sys, .scr, .drv, .tlb

Linux uses ELF.

See also: Comparison of executable file formats

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