While computer folks will sometimes refer to binary numbers, binary is more apt to be a compiled executable. So the "binaries" are all the executables that make up a program. A script is never a binary, and if used to refer to a data file (as opposed to an executable), it would almost always be "binary format". If you hear just "binary", you can be pretty certain that they are talking about an executable rather than a data file.
There are different binary executable types: "coff" and "elf" being the most common. The difference is how the program data is organized, how dynamic libraries are handled, and of course what the magic number in the header is (which is how the OS loader determines what it is looking at when it loads it).
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