Please see my comment to the question. This is not how Windows works. If you want exactly what you say, it means you have to develop a different OS which can execute windows PE files the same way as Windows does.
The closest type of software product would be something quite far from a Windows desktop application. On Windows versions before Vista, you could customize
Winlogon by writing custom
GINA. This type of development is
presently outdated (please see
Winlogon - Wikipedia, the free encyclopedia[
^], also outdated).
In modern Windows versions, you can develop a custom
credential provider. Between practically failed Vista and Windows 10, this part of architecture has been a subject of considerable changes, so I would not rush into customization of Windows log-on. If you want to dig in it, you can start here:
Winlogon and Credential Providers (Windows)[
^],
Credential Providers in Windows 10 (Windows)[
^].
—SA