Here is a guide for wine in Tech Support
.wine – This is a hidden folder in the Home directory that contains everything that makes windows programs run, including the programs themselves. When you install a Windows program in wine, it goes into this folder. Every user also has their own copy of this folder.
Winecfg – a.k.a WINE config – This main configuration program for wine lets you change all kinds of settings, and sometimes changing just one of these can be the difference between a program working perfectly, or being a piece of garbage. Also available in your menu under WINE.
Winetricks – A script that officially “breaks” wine, so you may loose some support, but if used correctly it can turn a terrible program into the program of your dreams.
Windows version – Wine can emulate several versions of Windows, and sometimes you will have to pick a certain version for your program.
DLL – This is what a Windows library is called. WINE has special reverse-engineered versions of all of the major ones, but sometimes they just aren't up to par, or WINE doesn't have it's own version. If this is the case you may have to use an original Windows DLL (usually with winetricks). Uses the ".dll" filename extension.
Install the "Wine" package from the software center or Synaptic.
Install the Windows program
Check the Winehq database to see how the programs works with WINE. If it's "Garbage" or "Bronze" forget about it, it's just too buggy. If it's "Silver" give a it a shot, but don't spend too much time on it, it probably won't work. "Gold" and "Platinum" should work, though you may have to follow an install guide on its AppDB page.
You should be able to just open the installer (whether it's in the Downloads folder or on a CD), usually "setup.exe" with the wine program loader. Install as as though it's being installed on Windows, leaving everything at default.
If a program does not work, check the AppDB and the Internet for advice. Sometimes you may have to change which version of Windows to emulate, or have the app run in its own virtual desktop.
If you need to install things like Directx or internet explorer, use winetricks. "winetricks --help" in a terminal will set on your way. Common uses of winetricks are
winetricks vcrun2005 winetricks vcrun2008 winetricks ie6 winetricks ie7 winetricks ie8
These install Windows runtime librarys and of course, different versions of Internet Explorer
NEVER BE AFRAID TO DELETE THE .WINE DIRECTORY AND START COMPLETELY OVER! THINGS WILL BREAK WHEN YOU START FIDDLING WITH IT!!!!