When I enter "firefox" in the windows run dialog (i.e. the dialog that appears when you hit windows+R), firefox will launch.

However, "firefox.exe" is not in my %path% because when I type "firefox" in cmd.exe, I get

'firefox' is not recognized as an internal or external command, operable program or batch file.

So apparently an executable doesn't need to be found in the windows %path% in order to be discoverable by the run dialog. How does this work?

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Apparently the run dialog checks not only the %path% environment variable, but also the "App Path" registry key. From a techrepublic article about the run dialog:

You can launch some third-party applications by typing the name of the executable file in the Open text box and clicking OK—even though the paths to these applications don’t appear in the path environment variable. The reason that this is possible is because the installation procedure for some applications adds the executable file's path to a special registry key called App Paths.

The relevant location in the registry is HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths. You can add your own "app paths" there with regedit.

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The Run dialog on newer versions of Windows will also run shortcuts found in your start menu. I'm not sure when this started working... it may go back as far as Windows 95, though I do not think so.

Edit: This answer is wrong. The correct answer is the App Paths registry key, as answered above.

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I believe it was XP, but not certain. – BBlake Dec 24 '09 at 19:03
This doesn't seem to be the correct explanation. I can find counter examples of applications in my start menu (such as TrueCrypt) which I can't start via the run dialog. – wcoenen Dec 24 '09 at 20:52
The Run dialog remains unchanged even in recent versions of Windows. The search box in the Start Menu is another matter, though. But that's more a search box that also happens to run programs found in the PATH. – Joey Dec 25 '09 at 0:38
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