No, it doesn't.
The executable is a PE image.
See Anatomy of a .NET Assembly – PE Headers for details.
.NET assemblies are built on top of the PE (Portable Executable) file format that is used for all Windows executables and dlls, which itself is built on top of the MSDOS executable file format. The reason for this is that when .NET 1 was released, it wasn’t a built-in part of the operating system like it is nowadays. Prior to Windows XP, .NET executables had to load like any other executable, had to execute native code to start the CLR to read & execute the rest of the file.