Why is it necessary to run both mongod and mongo.exe in windows? What's happening behind the scene? Why is it necessary to run both mongod and mongo.exe in windows? What's happening behind the scene?

What's the difference between these two?
As @Stennie explained it's exactly the other way around .. mongod is the daemon background process running the database server and mongo.exe is the interactive shell. 

As such - both are running if you want to use the database from the command prompt / a console [CMD] window.