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generally you don't since .exe files are typically windows programs. However if you really must try it (it most likely won't work), you can install and use wine. Eg using wine to run foo.exe
Yeah, Wine works wonders in Linux. You're not gonna be able to do much of anything with .exe file extensions without it.
I use Wine in the more common distros I use. Use it with the "Playonlinux" plugin/frontend for Wine and it works wonders for games & applications/utilities made for Windows
Installation kind of depends on what Linux distro you are using
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Executing .exe files in Linux terminal
