First you'll need to edit your wine.conf file; read
for information on how you need to alter it, or use a tool like wine-config
if you have one (the name might not be exactly that). After you've configured it (it might work even without this), simply
is the name of the application (perhaps with the full path) you wish to run. Like
if you were in the directory where explorer.exe is and you'd like to try and run it.
Bear in mind that Wine cannot run evey piece of Windows software you have, not even close. I'd rather say it can run some
of them, and you still need to alter the config file to get it working.