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In the Intel 64 & IA-32 architecutures manual vol 3A, Chapter 9 Processor Management and Initialization, I found the the following:
Compatibility mode execution is selected on a code-segment basis. This mode allows legacy applications to coexist with 64-bit applications running in 64-bit mode. An operating system running in IA-32e mode can execute existing 16-bit and 32-bit applications by clearing their code-segment descriptor's CS.L bit to 0.
Does this mean that legacy 16-bit & 32-bit application can coexist with 64-bit application on an operating system running in IA-32e mode.
But as I know, legacy 16-bit code is generally not supported by 64-bit operating system. If it is supported, how can I startup a 16-bit application?
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Yes, you can run 16-bit programs in 32-bit Windows 7, even if the processor is 64-bit.
16-bit applications, in particular, are not natively supported on 64-bit Windows 10 because the operating system lacks a 16-bit subsystem. This can even affect 32-bit applications that utilize a 16-bit installer.
Can I run 32-bit programs on a 64-bit computer? Most programs made for the 32-bit version of Windows will work on the 64-bit version of Windows except for most Antivirus programs. Device drivers that are made for the 32-bit version of Windows will not work correctly on a computer running a 64-bit version of Windows.
Because 64-bit handles have 32 significant bits: Note that 64-bit Windows does not support running 16-bit Windows-based applications. The primary reason is that handles have 32 significant bits on 64-bit Windows. Therefore, handles cannot be truncated and passed to 16-bit applications without loss of data.
16-bit DOS apps can't run under 64-bit Windows, because virtual-8086 mode isn't available in long mode
However 16-bit protected mode is still available, so technically it's possible to run 16-bit Windows 3.x apps. That's how Wine runs 16-bit Windows apps in 64-bit Linux. Unfortunately 64-bit Windows doesn't have the same capability, although the reason is not because 64-bit mode cannot run 16-bit instructions but because the significant part has been increased.
The primary reason is that handles have 32 significant bits on 64-bit Windows. Therefore, handles cannot be truncated and passed to 16-bit applications without loss of data.
https://docs.microsoft.com/en-us/windows/win32/winprog64/running-32-bit-applications
So if you want to run 16-bit apps on 64-bit Windows you have to use a virtual machine
For more detailed information please read Peter Cordes' answer
See also Can a 64-bit computer (x86) run a 16-bit OS natively, without emulation?
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