I am not just talking about some programmes which can run on linux.
My question is about executing all exe files.
The programs we pointed to are all programs which allow Linux to run Windows .exe files, they are pieces of software that give Linux 'provision', if that's what you want to call it, to execute .exe files. The problem is that its not just a simple matter of executing the code in the .exe file (all of them do that) but to actually get a Windows program to run you have to provide identical equivalents to ALL
the Windows API calls it uses.
If you were to take a simple, generic, "hello world" program for example, that only called the standard C libraries and no Windows libraries then it would run quite flawlessly. However any non-trivial app will in some way rely on Windows for its function.
Its a huge programming effort to reimplement all of the functions in the Windows API on a completely different platform (Linux). For each of those functions you have to find some way of using the Linux APIs to achieve the exact same thing. This is what the WINE project is doing and unfortunately its a long way from finished, but gets better every release.