PE stands for Portable Executable, it’s a file format for executables used in Windows operating systems, it’s based on the COFF file format (Common Object File Format).
COFF : To provide a standardized structure for compiled code, including executable files, libraries, and object code.
Not only .exe files are PE files, dynamic link libraries (.dll), Kernel modules (.srv), Control panel applications (.cpl) and many others are also PE files.
A PE file is a data structure that holds information necessary for the OS loader to be able to load that executable into memory and execute it.

COFF File Header. It holds some information about the PE file..exe files). This header provides important information to the OS loader.The section table follows the Optional Header immediately, it is an array of Image Section Headers, there’s a section header for every section in the PE file.
Each header contains information about the section it refers to.