Lots of people (even technical ones) seem to be confused how things like ASUS Armory Crate and the like can just "run" in Windows after boot, without any user interaction, on a clean install.
So I figured I'd give a brief explanation:
Your BIOS/UEFI provides this thing called ACPI tables. These tables contain a lot of information the OS needs, such as how to talk to certain hardware, and even routines for things like sending the "power off" signal after shutdown.
There is an ACPI table called WPBT (Windows Platform Binary Table). On boot, Windows will read this table, if present, and literally just run the contents of the entry as a binary (after verifying its Authenticode signature). Yep, that's it, you just have an exe file in your UEFI that Windows is configured to run. Unless you set a registry entry to turn this off.
Here's the official docs for the detail hungry folk: https://download.microsoft.com/download/8/a/2/8a2fb72d-9b96-4e2d-a559-4a27cf905a80/windows-platform-binary-table.docx