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the compiled binary has 2 sections in the beginning.
MZ and PE the issue is that the PE code is the windows executable and MZ the dos.
If you run the app thru dos only the MZ gets executed and requests for windows "This program cannot be run in DOS mode."
There's only one way to execute PE code and that is thru the internal START function.
Both the cmd and gui use this to execute a program but it does make a difference in some cases of the gui where you can check which handle executed it.
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