.bat are batch files. Batch files are programs that allow MS-DOS and Windows users to create a file to perform a long tasks fast. Such as opening certain programs ran frequently, deleting or managing files, etc
expanding j2b's answer, the difference between a batch file and an exe is that the exe is a binary programme extremely difficult to modify, whereas a bat file is a clear text file of instructions which can be easily edited with a little knowledge of the bat file command structure