Take a look here
for general information about installing programs in Linux. It's better to get used to the command line, mind you
Also, make sure that you need wine. I tell you this because wine is pretty close of being useless. And due "improvements" made with 2004 versions, Wine is getting closer and closer to that. Rants apart, check this
table of replacements programs of Windows. You much better off using a Linux native application then using wine.
is a totally different beast then wine. It's optimized to run DirectX-based games and usually, it works.