When developing a C# project in Visual Studio, I have three options for output type. Console Application, Windows Application, and Class Library. AFAIK, the only difference between a DLL and an EXE, is the EXE should have an entry point defined, and that is called when the file is double clicked. However, when I launch an EXE built from a Console Application, a console window is created. So obviously something is happening other than the CLR getting launched and then calling my Main method. What launches the console window? When I launch an EXE built from a Windows Application, is some other code run also, or is it just my main method?
Your portable executable file(exe) will contain the information about what kind of application it is.
Subsystem flag of the IMAGE_OPTIONAL_HEADER defines what kind of user interface the application is built with.
IMAGE_SUBSYSTEM_WINDOWS_CUI defines the console application, IMAGE_SUBSYSTEM_WINDOWS_GUI defines the windows application and so on.
For more information Peering Inside the PE: A Tour of the Win32 Portable Executable File Format
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