There are many ways to install wine on your Linux OS, However very easy way is installing with "Add/Remove programs".
# Firstly connect to the Internet
# Then goto "Add/Remove programs" and search for wine
You can see a result like "Wine microsoft competibility layer"(in ubuntu9.04) or something else.
# Then install it on your system.
You can get some idea with relevant Screen shots of Linux-Ubuntu9.04.

__How execute .exe files with wine
Right click on your .exe file and open it with Wine software. Then you can continue with installing steps of the .exe file as on Microsoft platforms. Screen shots will help you.

....The End....

If this article is hard to understand or if you could not solve your problem by following this, please inform it using our contact page.