They are command line tools that allows the user to run XSLT processors from a console: msxsl.exe wraps the MSXML engine, nxslt.exe wraps the .NET engine, StylusXSLT.exe wraps the Stylus built-in engine.
Subject:stand-alone application file names Author:Minollo I. Date:29 May 2008 04:46 PM
StylusXSLT.exe runs an XSLT transformation using the Stylus "native" XSLT processor, the one called "built-in" in the Scenario properties.
When you execute a transformation from inside Stylus Studio, Stylus will use the processor set in the Scenario properties, which is not necessarily the built-in one.
Stylus Studio doesn't provide executables for running the transformation from the command line using a generic XSLT processor; of the executables you have mentioned, the only one which is supported and documented is StylusXSLT.exe (which, as I said, runs XSLT using the Stylus built-in processor); the others are only for internal purposes, and are not supported and not documented.