If we assume that Switzerland is probably closest to the ideal of a direct democracy please take note that voters can not directly vote for the executive government (The Bundesrat, or federal council).
They elect members of the two houses, which in turn elects the 7 executives. Usually this is based on the recommendation by the parties and with a specific formula considering party, language and area of the country.
We also can't fire government members this afternoon. It's just like everywhere else. We can just not re-elect them.