First off you're gonna need to get Wine; so go ahead and head to Applications - Add/Remove... on Show select "All Open Source Applications" and type in Wine.
Now "Wine Microsoft Windows Compatibility Layer" should pop up, just click that to install it.
Next all you need is a windows program, or program compatible with windows.
Once you've downloaded the/a program, and go a head and extract everything. (as it'll work fine now that you've got Wine)
Once the installation has been completed go to "Applications/Wine/Configure Wine".
You should be at the Applications tab i(f not already then click that), then add application, and change the windows version to what OS the program is compatible for (XP is recommended).
Everything should work fine now, and when installing a program you do it just like you would if you're on windows.
If you seem to have any problems though, my last bet for you is to right click a .exe file, and then click on Properties then the Open With Tab, and check Wine Windows Program Loader, and it should work now.
If you're having any problems feel free to reply right here, and I'll answer it.
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