Well, there isn't a whole lot to tell.
You install it either from compiling from source, or using your distribution's package repository.
Once installed you will want to run "winecfg", and go through the basic setup of adding drives, configuring video and audio settings, etc.
After you have configured everything, you then simply start the Windows program like so:
You can also set Wine as the default program used to open .exe files in your file manager, so that you simply need to click on a Windows executable to start it with Wine.