Running Windows Applications on Linux isn't the easiest task to accomplish for the new Linux users. But if you can follow directions and, are not afraid to to experiment with computers you should be fine. First off, Windows Applications are exactly that, Windows Applications meant to be used on Windows so don't get annoyed if you can't get every windows application working on your Linux machine.
To install and run Windows Applications on Linux there are two main options for you to use. One is WINE, and the other is Cedega. WINE is a program written to run windows programs on Linux without having a copy of the windows application. WINE is 100% windows code free and is Open Source software, meaning anyone can view its source and help contribute to it. Cedega on the other hand accomplishes the same goal as WINE, installing and running Windows application on Linux, but is software you must by. Cedega is bought on a subscription basis, $60 a year. Although you can buy 3 months at $5 a month then stop your subscription, but you will not receive any updates to Cedega after you cancel your subscription. I personally have not tried Cedega, but many online reviews say it is great for running windows games on Linux.
Paying such a high price to run Windows applications that you have already bought seems wrong to me, so lets learn how to use WINE. Most Linux distributions will have the latest stable version of WINE in their software repositories, so to install WINE open a terminal. In the terminal sype, "sudo apt-get install wine" without the quotation marks.
Using WINE to install applications meant for Windows is not that hard, even though it doesn't have a graphical interface. Some graphical user interfaces are bing developed for WINE, but at this point, its easier to just use terminal instead of installing a whole new application and learning how to use it. To use WINE, you first need a Windows program to install. Find the program you want to install and download it to your desktop. Once you have downloaded the Windows program open up a terminal and we will go through a couple of easy commands to install it.
First in your terminal you want to change your directory to the desktop since, that is where you downloaded the .exe which is an installer for a Windows application. To change the directory to the Desktop in terminal type, "cd Desktop" (again without the quotes). Make sure the D in Desktop is capitalized because Linux is case sensitive.
Once you have changed the directory to the desktop it is now time to install the application. To accomplish this just type "wine yourapplication.exe" into terminal. Replace yourapplication, with the name of your .exe file you downloaded. The name of your application must match exactly in the terminal, and remember Linux is case sensitive! One tip is after typing the first few letters, press the TAB key on your keyboard and it may auto finish typing in the name of the file. Once you enter the last command into terminal, the installer for the program will open and you just navigate through it like you would on your Windows computer.
Now once it is installed how exactly do you run it? In Ubuntu it creates a launcher in Applications>Wine>Programs>YourProgram. But if your not on Ubuntu or it just didn't create this for you, don't get worried it is still installed. Wine installs all its programs to the path /.wine/drive_c/Program Files. In program files will be all your applications you installed with wine, just navigate to the one you want to launch. If you can't find the wine folder you overlooked it was .wine and the dot in front of it means it is a hidden folder in your home directory. SO you will need to turn on viewing hidden files. In Ubuntu you can do this my ctr-h on the keyboard.
From my experience, I have had varying success with WINE. Some things work great others, don't work at all, while some work but are just painfully slow. WINE has a website that shows which programs have been tested on WINE and tell you how well or badly they work, which can be found here:
http://appdb.winehq.org/