Usual exe servers run on WINS can't have access to the system servers such as ECom, DBMS, Window server, etc. EXEDLL projects help to cope with this problem.
Generally, exe programs are used to implement servers or simple console programs. When you start an exe program on WINS, emulator launches in a very limited mode with the text console and almost no system services enabled. It might be sufficient for test programs, but makes it rather difficult to develop sophisticated exe servers.
To overcome the problem you can use the EXEDLL project target. It compiles into EXE for hardware environments and into DLL for WINS. It means that you can launch them from the fully loaded emulator. You can use the ExeLauncher for it.