What is Wine?
Wine is a program that offers a compatibility layer allowing Linux users to run some Windows-native applications inside of Linux. Wine is not the ideal. Ideally, you should find native Linux applications. You can use Ubuntu's software package manager to search for easily installable native Linux apps, or you can explore OSalt or Linux App Finder to find alternatives for specific Windows programs.
Not all Windows applications run in Wine. And some that do require extra configuration in order to work. You may want to consult the Wine HQ app database to see if the Windows application you're thinking of installing through Wine will work well with Wine or not. Platinum-rated applications will work with no extra configuration. The example on this page is a platinum-rated application.
The installation of Wine is the same as for most software. These screenshots give you a basic overview of the steps. If you're unfamiliar with how software package management works in Ubuntu, you can find more details about it here.
Right-click the setup.exe for the Windows program you want to install. In this case, I went to the Sumatra PDF website and downloaded the installer file called SumatraPDF-0.9.3-install.exe and right-clicked it.
In the context menu that appears, select Open with "Wine Windows Program Loader"
Do the usual next-next-next you'd normally do with a Windows program installer.
To launch the installed Windows program, go to Applications > Wine > Programs and then find the menu item for the Windows program you just installed.
The program should launch and be ready for use!
I purposely used Sumatra PDF as an example, because it is a platinum-rated Windows application, and this is just an orientation to the basics of how to use Wine. If you are planning to install a Windows program that is gold-rated, silver-rated, or bronze-rated, be prepared to do some extra configuration, and try to look for a Wine tutorial specific to that application. Or, better yet, find a native Linux alternative instead of using a Windows program