The question is bit tricky and i will try to bifurcate the question into two parts :-
1.What do you mean by windows application at Run -Time?(from user's Perspective)
2.What do you mean by windows application at compile Time?(from developer's Perspective)

Answer 1:- As simple as that any application which can run on windows platform can be regarded as windows application.The point of conformation is here that windows application can not be only one which is supported across only windows platform but also across other platforms like Linux though the format of Application may differ on other platforms.

Answer 2:- At compile Time or From Developers Perspective Windows application programs are EXE files for DOS and Windows systems. An EXE file is an executable file, which is a file in a format that the computer can directly execute and are not easily read by humans. Executable files for Windows and DOS systems have an.EXE extension..