In your $HOME directory, there should now be a hidden folder called .wine (the dot in front of the filename designates a hidden file or folder-- turn on "show hidden files" in your file manager (if Konqueror, you should find this setting in the top level of the "View" menu, near the bottom of the menu). Inside that folder is a file called
config.
This is your Wine configuration file.
You can edit it by hand, of course, but since you probably don't know how to set up Wine (yet), it would most likely be easier to use a configuration program to do it the first time.
The most widely-used Wine configuration program is called
winesetuptk, and you may be able to get it via ClickNRun, you should definitely be able to get it via apt-get, and you can always get it from
the Wine project page on Sourceforge (scroll to the "Support Files" section in the middle of the page).
There is also a third party tool, created by Frank of
Frank's Corner, a great site for Wine tips, tricks and how-to's for many popular programs people try to run under Wine (as well as a how-to for Wine itself);
Frank's Wine Tools is available from
the WineHQ download page, or of course, from Frank's Corner itself.
Either should help you get a basic Wine setup running.
