A program usually comes in the form of an exe file. The exe file is created by the compiler and the linker from the source code. Source code is what the programmer writes.
Programmers write a lot of source code.
It is not unusual for a program to have 10,000 lines of source code. A very sophisticated game will have much more. A compiler is the tool a programmer uses to turn source code into an exe file. Most modern compilers come with helpful tools, like an integrated editor, and visual programming tools. A linker is a program like the compiler.