You can of course infect your computer through any kind of file. Executable files are just the most blatant obvious way. Nonetheless the same is very often possible through pictures, audio files, videos etc. This is especially true on Microsoft Windows because it is the most widely deployed software and there are countless well-known exploits for this platform and its standard applications.

Also multimedia software like audio and video players for Linux and other operating systems has frequently serious bugs - actually they are just discovered, they exist all the time - that would allow compromise of your account - and thus likely your complete computer - just by playing an infected audio or video file.

Even worse, you can get your system infected by checking a file for viruses because after all the people who program this software are not really any more intelligent than any other programmer.

If people only talked about things they had a clue of, this place would be very silent.