Wine is a Linux application that lets that lets you to install Windows programs on Ubuntu Operating system. Wine do not support all windows applications and you need to check its compatibility with this program before you proceed further. Some applications work on Linux up on providing extra configuration for this you may need to look at Wine HQ app Database.
In order to install .exe files in Ubuntu you need to install Wine first in your system. You can download and install Wine from here. Once you have got Wine installed and running on your system you can load many Windows applications and use them in the same way as you do in Windows.
Process to Install .exe files on Ubuntu using Wine
It is very simple installing .exe files on Ubuntu using Wine. Just double click on the .exe file to start the installation process. Now in the context menu, it will ask you to select a program in which you like to launch the file. Select Wine Windows Program Loader from the list and click Ok button.
Wine will automatically launch installation process of the select file. From here on the process will be same as if in Windows. All that you need to do is follow on screen instructions and click on the next button until you have finished installing the application.
To use the application that you have just installed you need to go to Applications –> Wine –> Programs and double click on the application that you want to launch from the menu.