This depends upon the operating system and the compiler options that were used to create the application. For example, in some cases DLL's (or shared libraries in UNIX), are loaded at start time, in other cases they are loaded on demand. If you can find a copy of the IBM PC DOS 3.1 manual (circa 1984) it contains an annotated copy of the PC Basic Input Output System or BIOS. This is the best tutorial on low level mechanics that I could recommend. Back then, the .exe image was loaded into memory and the instruction pointer CS:IP was set ahead of the program segment prefix at hex 100. Good luck!
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