An operating system provides the capability to run programs. So, one program, like the desktop or command line shell, can ask the operating system to run another program.
When that happens, the operating system creates an environment to run the program called a process, and then loads a program file from disc into the process, and directs the CPU to begin executing that program file starting at its beginning.
The operating system has a loader, whose job is to load the disc-based program file into memory of the process.
The loader knows about certain executable file formats. Different operating system have different loaders and most likely understand different executable formats.
Machine code is contained in these program files, stored on disc using those file formats. There are other ways to load machine code into memory, though a program file stored on disc loaded by the loader is the most common approach.
Asm, .asm, is a text file, human readable, for storing program code in assembly language. To use it, such text file is given as input to a build system, which converts that human readable program code into a program file containing equivalent machine code, for later loading into a process by the operating system.
Not only do different operating systems support different file formats for program files, they also support different ways to interact with the operating system, which goes to their programming model that is described by an Application Binary Interface aka ABI. All programs need to interact with the operating system for basic services like input, output, mouse, keyboard, etc.. Because ABIs differ between operating systems, the machine code in a program written for one operating system won't necessarily run on a different operating system, even if the processor is exactly the same.
Most disc-based file formats for executable program files contain indicators telling what processor the program will run on, so the same operating system on different processors requires different machine code, and hence usually different executable program files. (Some file formats support "fat" binaries meaning that the machine code for several different processors is in one program file.)
Operating systems also have features that allow execution of new machine code within an existing process. That machine code can be generated on the fly as with JTT compilers, or loaded more informally by an application program rather than the operating system loader. Further, most operating system loaders support dynamically loading additional program file content from executable program files.
So, there's lots of ways to get machine code into the memory of a process for execution — support for machine code is one of the fundamental features of operating systems.
Let's also note that no real program is pure machine code — programs use machine code & data together, so all executable file formats store both machine code and data (and metadata).
