Welcome to GNU/Linux and LQ!
Linux is not Windows, in general, you cannot run DOS/Windows programs natively in Linux.
But there are several free DOS emulators that run well under Linux and allow you to run many DOS programs. FreeDOS
come to mind, both of which I have used, are very easy to install and use and both may be installed without root permissions (i.e. as normal user instead of admin, if that is important in your case).
Additionally, there is Wine
which allows you to run many Windows programs under Linux. Wine will be easily installable from most distro's package repositories.
You will indeed need to learn many new things - all for the good!