you simply cannot "extract" certain exe parts. to study an exe you need some decompiler.
if the exe is made through .net then use tool called
ILDASM
for other exe use tool called
OllyDgb
you can use a windows tool called "iExpress" located in system32 with file name "iexpress.exe" in xp and vista. dont know if it exists in win 7
if you want to see whats going on when an exe is running then use "process explorer"
if you are looking for the coding for SFX archive that winzip or winrar makes , then i once decompiled "winrar.exe" once. decoded it upto some point and then the rest eluded me. best of luck if you try it
How can i extract the executable stub from Self-Extracting Archives in C#
Linear Mode
