In which language .exe windows files are made ??

Answer 1

Many languages can compile directly into .exe files (C,C++,Delphi,Fortran, VB6,VB.NET, Lua,C#,F#,J# and other .net supporting languages).

Languages which cannot produce executables directly can also be used to create .exe files through some form of plugin/converter.

Answer 2

Actually, .exe files are just the way windows uses to use as a executable, there are many methods to do it, and it will depend on the language and your programming skills