EXE files and program instances?

Very general question.

When I have compiled my C++ program into an EXE file I click on the exe file to open the program.

What does this do. Does it create an instance of that program,, a copy of the actual program in runtime which would mean that I can click on that exe file and create as many instances as I want?

That's pretty much what happens, yes. The OS creates a process and a thread, then that thread begins executing your EXE inside the process. Of course there is more to it than that. A program can prevent multiple instances of itself through inter-process communication.
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