Hi Firecat12135 and welcome
 
We need to know what distro you're running before we can proceed.

For most common distro's of linux there are prepackaged version of wine available.
 
For debian and yoper you can just open a konsole and type
apt-get install wine
 
and it will be installed.
 
For SuSE, RedHat, Mandrake, etc.. you can go to www.winehq.org and click on download wine. They maintain packages for many different linux distros. Download the appropriate version for your linux distro. Usually it will be in a .rpm file.
 
open a konsole and cd into the directory that the rpm file is located in.
 
then type something akin to this example:
 
rpm -ivh wine-20041019-SuSE82.i586.rpm
or
rpm -ivh wine-20040814-yourdistrohere.rpm
 
 
then
 
to run a program using wine open a konsole and cd into the directory containing the exe file.
 
then type:
 
wine yourprogram.exe
 
where yourprogram is the name of the file you are trying to run.
 
Remember - its case sensative!