to first check and see if your desired function already exists in linux. Since you gave no example, we cannot point you at something in l inux which might do what you want with a solid app. Not everything, of course, is available in linux, but there are a lot of neat things.
My personal favorite of a little known app in linux is a reverse polish calculator which can easily, for example, give square root of numbers to 1,000 digits, as well as add my checkbook. It is called dc and some programmer wanted that function, so he wrote it. I have never encountered anyone else who has ever used it, but to me it is my favorite calculator for any great amount of numbers to be added.
It is run from the prompt, and when you are done, all numbers are still displayed, for double checking.
This is just an example, there are normally linux solutions to most problems, but not all, of course.
I understand that running an .exe file is just one of many choices made by linux users, I am not trying to discourage you from trying. I even ran DOS programs via dosemu several years ago, helping a California attorney run his old DOS based court calendar on linux.