What happens, at low-level (stepwise) when a program is executed in windows. In other words the processes that take place from clicking a file to actually reaching execution.
Are you aware of any resources that might cover this topic in-depth?
I'd suggest reading this two part MSDN article on the Win32 Portable Executable file format. It describes all the different parts of the file which gives you a lot of information about what has to happen in order to load and run the executable file.
The Wikipedia page on the PE format also contains useful info.