I want to run "windows .exe" file into Linux platform .
If you mean the Windows operating system by naming 'windows.exe' than you have to use virtualization, something like VMware (http://www.vmware.com
) or Innotek's VirtualBox (http://www.virtualbox.org/
). These allow you to run a Windows system within Linux, and they both have free evaluation versions.
If you just want to run some Windows applications, the installing 'wine' might help for a large number of applications. For rather large applications (MS Office, some Adobe packages) this needs non-trivial tweaks and setups.