The majority of system-wide executable files that are not essential to the operating system are going to be found in /usr/bin/ and /usr/sbin (system binaries). Analogous to C:\Program Files (more or less).
/bin and /sbin are the directories for essential system binaries and are kind of like C:\Windows
/etc is where configuration files are stored. Windows has a central database for its config information called the registry, so you could kind of compare it to that.
The Wiki article
has a good map on which directories hold what.