What is the difference in the .out and .exe extension?

I’ve went through a few tutorials on C and C++, and I’ve seen that sometimes they use the .out extension(I thought it was exclusive to a.out, I was wrong) and the .exe extension in some other places, and in some places no extension at all. What’s the difference in between them? I’ve tested them myself and seems like all of them work for me, but there has to be a difference.

Hi and welcome.
a.out is the standard unnamed output file on a Unix system. .exe is an executable file for DOS and Windows.

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