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Distribution: Debian Sid AMD64, Raspbian Wheezy, various VMs
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The short answer is that you do not.
A longer answer is above.
A better answer is that you use something like Wikipedia to read what an Operating System is.
You can also just browse this website and things will probably become nore clear.
Where did you get this executable? Is it a file where you can rebuild the source to run on a Linux system? Or is it known to be a Windows executable file where you only have the executable file. If the latter, then I feel your only options are to either find a copy which is made for Linux or to try to install Wine to see if you can run using that.
I want to run an executable (.exe) in linux. My question is how ?
All the other answers are valid. I just state that almost all of the *.exe files that I run these days, are old DOS games and I chose them because they run in DOSBox.
Most Windows®-programs which should run in the Wine-emulator do so only just and the trouble I had in the past with Sketchup and the fat-client for the network-application of a French school-network has made me give up.
Distribution: Debian testing/sid; OpenSuSE; Fedora; Mint
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If I want to run a Windows exe, I do it in a virtual machine. I have had success with Wine, but also way too many failures for to say it's an effective solution.
Which executable is it? That would influence the reply (and that reply might include offering Linux alternatives).
Similar to Awesome Machine, I normally use a Windows VirtualBox guest to run any Windows programs I want, but there are also a handful I have (less complex programs) that I run under Wine and Mono.
The file-extension .exe implies that this file contains an executable program for the Microsoft Windows operating system. (In like manner, the extension .dll would imply a binary library also for that system.)
The only conceivable way to maybe run such a program in Linux would be to use the Wine environment, which actually does implement a portion of the Microsoft Windows API such that some programs actually do run in it.
However ... there's also always ... "Windows!" Which happens to be fairly easy to get ahold of, and which is really, really good at running these programs. (In a Virtual Machine, of course, under Linux ...)
Last edited by sundialsvcs; 08-07-2017 at 09:14 PM.
The only conceivable way to maybe run such a program in Linux would be to use the Wine environment, which actually does implement a portion of the Microsoft Windows API such that some programs actually do run in it.
It is NOT “the only conceivable way”, depending on the file. Some executables do not run in Wine, but do so in DOSBox. I lack experience with DOSEmu.
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Which happens to be fairly easy to get ahold of, and which is really, really good at running these programs. (In a 
