I think all we know that every PE executable holds a little 16bits program "called" DOS-STUB. Why when we call any program from the MS-DOS program it doesn't show the STUB out ? maybe because MS-DOS is a 32bits program, but shouldn't it simulate a 16bits one ?!

When I call a PE executable from MS-DOS, the stub gets executed. Perhaps what you mean is calling the PE executable from the DOS subsystem of the Windows environment? In such case the PE gets executed (BTW: this allows to do Win32 applications development from FASMD ).