I just need a hello world demo to see how machine code actually works.
Though windows\' EXE and linux\' ELF is near machine code,bu
The OS is not running the instructions, the CPU does (except if we're talking about a virtual machine OS, which do exist, I'm thinking about Forth or such things). The OS however does require some metainformation to know, that a file does in fact contain executable code, and how it expects its environment to look like. ELF is not just near machine code. It is machine code, together with some information for the OS to know that it's supposed to put the CPU to actually execute that thing.
If you want something simpler than ELF but *nix, have a look at the a.out format, which is much simpler. Traditionally *nix C compilers do (still) write their executable to a file called a.out, if no output name is specified.