They compile to a file in a specific format (COFF for Windows, etc), composed of headers and segments, some of which have "plain binary" op codes. Assemblers and compilers (such as C) create the same sort of output. Some formats, such as the old *.COM files, had no headers, but still had certain assumptions (such as where in memory it would get loaded or how big it could be).
On Windows machines, the OS's boostrapper is in a disk sector loaded by the BIOS, where both of these are "plain". Once the OS has loaded its loader, it can read files that have headers and segments.
Does that help?
