As a general rule, you can not use Windows software under Linux. They are two different OSes, with very different capabilities, and they are not compatible at binary level.
Being that said, you might be able to run some Windows based software using Wine, which is a reimplementation of the Windows API using Linux system calls and APIs like Xlib and many others.
For that, you need to install wine. After that, you need to install the Windows program under Linux using Wine, and after that you might be able to run the program. Note the use of the word "might". The results will vary greatly. Wine can run some Windows programs on some systems, but it's definitely not Windows.
Besides that, you should really be looking for native alternatives. Use Wine only if you don't have any other alternative, it will save you a lot of trouble.