Don't forget that the government of the US is divided into three separate branches: legislative, executive and judiciary. The first makes the laws; the second implements them; the third enforces them.
An "executive order" has to do with the implementation of the Constitution and laws of the US. It's not "new law", and can't be: it can only implement laws and Constitutional measures already passed by the legislature and/or interpreted by the courts. It's basically a list of do's and don'ts that tell employees of the US Government how to apply and/or interpret law in their conduct, enforcement, etc.
Sometimes an executive order can be controversial, because it applies law or legal principle in a way that's new, or unusual, or controversial. If so, it's as subject to judicial oversight as any law passed by Congress. If a court finds an executive order to be illegal or un-Constitutional, it's invalid, and remains so unless an appeal (all the way to the SCOTUS, if necessary) invalidates that verdict.