Wine step-by-step ?
 

Where to start...

...nope, still thinking...

from the top then: I recently installed wine on my Linux and ran setup for DirectX, and Quicktime.

Problem is, I have no idea how to configure or attempt to run anything.

I've done lots of searching here, and googled it on at least 5 sets of keywords, and I'm really tired now.

Help for a total noob?

search for howtos. But in general you move the directory containing the .exe file you want to run and run the exe file using wine:

wine setup.exe

For settings see the howtos.