Your scripts still run as native PowerShell, but are encapsulated into an EXE file. To quote the Microsoft Web page referenced above, the utility "does not convert the PowerShell script to an ...

If you run into problems related to PowerShell closing as soon as your script runs, you can use the –NoExit argument, but this argument must be specified before the –File argument.

How to Run Powershell Script on Startup in Windows 7. The Powershell Script application is a Windows-based program that allows network administrators to perform tasks on multiple computers at one ...