Does the Android option in ENIGMA actually build for android out of the box currently?
As far as I'm aware Linux never used executables in the same way that Windows does...
They are identical formats; it's just how they are packaged. ELF is designed so that an executable will be placed in a predefined "binaries" directory and run as a command, where needed "DLLs" (SOs) are placed in other directories, and everything is installed as a set of dependencies (only install what you need, and if two programs need the same thing, only get one copy). All of the software is sorted into the proper places in the system and set up in a way so that the user can't easily modify them and neither can any remote user.
For example, under Linux, I simply run "firefox" in a terminal to open Firefox. When I create a "launcher," (known as a shortcut in Windows), it just runs the command when I click it. The system knows where to find Firefox as a program, and Firefox knows where to find its needed files because they are all in preset places in the system.
Windows EXEs, on the other hand, are designed to be self-contained in individual directories where each user can run them by just double-clicking them. Windows EXEs can be run by command-line, but most of them are designed to just run out of where they were installed. This means, however, that Windows EXEs often repeat their contents - all media players that use, for example, a DLL that loads MP3, will have their own copy, rather than having a single copy somewhere in the system that they both use. This guarantees that they will work with the version that they have without requiring updates for new DLL versions.
Under Windows, I go to Firefox's installation directory and run firefox.exe from there. When I create a shortcut, it just links to this one file, and clicking it opens the file (which will open Firefox). Firefox knows where all of its stuff is because it's all included in its directory.
ELFs can be run just like Windows EXEs, however, they are not set up this way by default, and it's often discouraged. However, for smaller-scale games, this is an easier way to do things.
In addition, Windows EXEs can be run like ELFs to an extent - PATH will pull DLLs from places other than the running directory if they are not found there.