how to run an executable file without EXE extension using CMD script?

Any file with any extension and first two bytes MZ will be treated like an EXE.

Try following:

1. Create a new a.txt file,
2. Type in it MZ, save it.
3. Open cmd, go to its folder,
4. Type a.txt and see the error message.

Replace MZ with MS and try again - this time notepad will run with file opened.

Yes – simply entering the program's full filename usually works. (The .exe requirement only exists in the GUI shell.)

(It might be that the file needs an extension, though – so if you can't get MyProgram to run, rename it to MyProgram.notexe or MyProgram.lol and try again.)

I tried to run process from file without the .exe extension. When I failed to do so from cmd.exe I give a try some powershell commands. Here is one:

Start-Process

The documentation says about Default syntax and UseShellExecute. With just:

Start-Process -FilePath .\my-program -Wait -NoNewWindow

the command uses UseShellExecute syntax and returns error about not associated application to that file type. To force the Default syntax I added parameter that the UseShellExecute doesn't have:

Start-Process -FilePath .\my-program -Wait -RedirectStandardError ./error.txt -NoNewWindow

My program was started and wrote output to the console. This was enough for me, because I needed it only for test purpose.