GWX.exe process in Windows Task Manager. The process known as GWX belongs to software Microsoft Windows Operating System by Microsoft (www.microsoft.com). Description: The original GWX.exe is an important part of Windows and rarely causes problems. The file GWX.exe is located in a subfolder of C:\Windows\System32.ecommended: Identify GWX.exe related errors. Important: Some malware camouflages itself as GWX.exe, particularly when located in the C:\Windows or C:\Windows\System32 folder. Therefore, you should check the GWX.exe process on your PC to see if it is a threat.