lindows is a desktop distro. dont use it for servers. it is debian based and foundation is strong enough thou.
apt-get can be used to install new software. i just ave a detailed answer in this thread
console is the terminal or the command line. you can even use run. just click more option and use terminal
using run to lauch konsole first is a good option though.
apt-get install wine will work.
if you need to build from source(which i dont recommend) i have given the instructions in the thread above too.
irc channel #debian at irc.freenode.org has a lot of helpful people in case you have doubts
search google for any other questions
for example searching " how do i extract .gz files"
in google.com would have given you the answers pretty fast