How to run ".exe" files in Ubuntu and also in any other linux distros

Install wine and start your Windows programs with that. Keep in mind that this will not work with all Windows applications, the better way is always to use Linux alternatives for those programs or, if there is no alternative suitable for your use-case, to run those applications on Windows.

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A good first step is to search for your app on the Wine AppDB: http://appdb.winehq.org

Popular applications are rated gold/silver/bronze depending on how well they run in Linux using Wine.

If your app is not supported, then maybe you can find an open-source application that runs natively in Linux. For example, iTunes is not well-supported, but there are alternate music players (like Amarok or Rhythmbox) that work just as well for most users.

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To build on what snowpine said, your best course of action is to find a native Linux equivalent to the application you want to use. For example

GIMP instead of Photoshop,
KoulourPaint instead of MSPaint,
LibreOffice instead of MSOffice,
Any one of a number of media players instead of Windows Media Player,
and so on.

*.exe files will not run on Linux. It's like asking a leaky old boat to run on a auto race course. Incompatible environments.

If it's a Windows application that you absolutely must use, you can look into wine or even Crossover Linux; Crossover Linux applications, though, do cost a little bit of money.

You can also dual-boot with Windows or run Windows in a Virtual Machine, such as VirtualBox.

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Hi. (As frankbell mentions) can also install virtual machine software and run a full blown microcoughed operating system in it, if you have a m$ install di$k or .i$o... for major games or software that are heavy on system resources this can get slow I have an i5 and 4GB of RAM most things work fine.

something that I noticed was not mentioned. *.exe files are for MS Windows ONLY they are NOT native to Linux or any other OS in the world.

WINE is what is used for running MS Windows executable files (that would be *.exe files) under both Linux and OSx.

To be blunt you might be better off looking for a native application that does the same thing as the MS Windows program without running WINE.

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