Why does concatenating strings in the argument of EXEC sometimes cause a syntax error in T-SQL?

Question

In MS SQL Server Management Studio 2005, running this code

EXEC(\'SELECT * FROM employees WHERE employeeID = \' + CAST(3 AS VARCHAR))

gives

Answer 1

The documentation states that EXEC can take either a string variable, a constant T-SQL string, or combinations/concatenations of both of them.

Your "why does this work" example uses a concatenation of a constant T-SQL string and a string variable, and so is perfectly legal.