Yes, the Mathematica application on Mac OS contains a few external binaries, which are mostly used for importing and exporting. These files have suffix
$ find "/Applications/Mathematica 8.app" -name '*.exe'|wc -l
But even though
.exe is a prefix common for Windows executables, it doesn’t mean that it can’t be used for other things. In fact, Mac OS (like Linux and other Unixes) doesn’t care much how files are named, and while it is typically to name binary files on these systems without suffix at all, a
.exe suffix doesn’t hurt. Moreover, you can actually check that these files are Mac OS binary:
$ file "/Applications/Mathematica 8.app/SystemFiles/Converters/Binaries/MacOSX-x86-64/GIF.exe"
/Applications/Mathematica 8.app/SystemFiles/Converters/Binaries/MacOSX-x86-64/GIF.exe: Mach-O 64-bit executable x86_64
the key point being this last part of the string:
Mach-O 64-bit executable x86_64. There is thus no need to assume that Mathematica uses virtualization on Mac OS (and I'd be very surprised, to say the least, if it did).