tillnow

There are some differences between them, like

 DLL

1. There are many entry points.

2. It is a library of program code with potentially many entry points. 

3. The system loads a DLL into the context of an existing thread

4. When u compile your web application a dll(Assembly) will be created

5. The dll is inprocess.dll run with an exe

Exe

1. There is only single main entry

2. A program with a single main entry point E32Main(). When the system launches a new .exe, it first                   creates  new process. The entry point is then called in the context of the main thread of that process.

3. When a system launches new exe, a new process is created

4.The entry thread is called in context of main thread of that process.

5. Exe is out process. exe can run independently.