How do I run Wine?
Wine is not something you run, you run applications with it. Simply open your applications and Wine should be loaded to run them automatically. You can configure your wine environment by running winecfg, and you can browse your fake windows drive at ~/.wine/drive_c
If you would like a general overview and tutorial about using Wine, you can read the User Guide. For the most part, however, Wine should be as straightforward as clicking the application you'd like to run from your Gnome/KDE/Whatever menu.
When using the terminal there are two valid methods of running applications. The first method is to chdir into the program's folder and then run the application directly, e.g.
cd "~/.wine/drive_c/Games/Tron" && wine tron.exe
The second method should ONLY be used if you are intending to install from something which has multiple CDs (you need to use this method to allow you to swap discs) as it doesn't always work. It consists in using the full Windows path like so...
Do NOT run with the full Linux path i.e. "wine /stuff/mygame.exe" or by double clicking icons from your file manager (sometimes this works but more often it will fail with errors of some sort).
This is because Wine passes this path as-is to the windows program in argv. This is exactly what cmd.exe does and Wine has extensive tests for that. However some programs expect fully qualified windows path in argv, and break if they don't get it. Lots of programs written with Borland tools will have that problem because Borland mistakenly stated in the manuals that argv will always be set to fully qualified path of the executable. Which is not the case.
If you use Gnome, KDE or XFCE4, then after you have installed some applications in Wine you should notice a Wine subfolder in your main desktop menu with menu entries for all your installed Wine programs (as long as you told them to make Start Menu shortcuts). If any apps seem to be missing try running "wineboot" and looking again.