Typically, You dont. Period. The whole point of it being "Linux" is that it is not windows and does not use windows software at all.
However, there are programs which may or may not be able to interpit and run your software...
www.winehq.org The free no frills version
www.codeweavers.com The Pay for Office and Plugins Version
www.transgaming.com The pay for 3d games version.