Wine is a free software that allows Linux users (such as Ubuntu users) to run Windows programs. Wine also provides a software library, known as Winelib, which can be used by developers to compile Windows applications to help port them to Linux. Wine is not an emulator but a compatibility layer, which provides alternative implementations for the DLLs. Below are instructions to help you use Wine.
You can install Wine either by typing the name in the Ubuntu Software Center or by entering the command following command in the Terminal.
Sudo apt-get install wine
After that, right-click an EXE file (Windows setup file of a software) and select Open With Wine Windows Program Loader option from context menu.
This will allow you to install and use the Windows software on Linux.
There are many Windows programs which can be installed using Wine on Ubuntu Linux. It is an open source software and is always in constant development.