What executablebfile format is accepted? Does it have to be a specific one? 

Not necessarily, but the more accessible the better (so yea, exe is best if possible)

Would the ELF file format be supported? 

I wouldn't recommend it, just from my cursory glance, windows doesn't have the ability to run it without installing special updates and activating special features (essentially using a virtual box of sorts)
If you're using Unity, I would recommend building multiple forms (so a linux build as well as a windows build)