if you want to install wine; go to http://sourceforge.net/projects/wine/
then download appropriate package and install it. if you have rh or mandrake (or any other rpm supporting distro), just double click and enter your root pssw if you asked. that's it for now. if a necessary package is not installed on your system, you will be warned with information. try to first install those packages and then install wine again.
if you want to install winex; open your shell and type
cvs -d:pserver:email@example.com:/cvsroot/winex login
you will be asked for password; just hit enter. then type
cvs -z3 -d:pserver:firstname.lastname@example.org:/cvsroot/winex co wine
and hit enter.
that will download all the necessary files to /home/yourname/wine folder. the size will be approximately 40 mb so be patient. after it finishes; open your shell and
$ cd wine
this will take long. it should give no error; if it does; a required package does not exist on your system. note it's name; install it; and try to re-configure.
now, you should be configured it with no errors. so
$ make depend
if there is any error; ask it in this forum again. i assume you get no error again. after make finishes, type
$ make install
you are done ;-)
probably you will get some errors while make and make install. as i said, if so, ask it again in this forum.