first, where are you getting wine? Your filename does not look at all like the download from the wine site---which looks more like: wine-0.9.17-1.fc5 (the version for Fedora core 5)
Your file looks suspiciously like it is from 2004, making it way obsolete.
second, after downloading and running tar to extract, you should be left with a folder--in which there will be some kind of install or compile command. You need to INSTALL wine before it will run an .exe
For more info: http://www.winehq.com/