I downloaded yum-3.2.24.tar.gz and extracted its contents.

I ran make, then make install.

When I typed yum, it said
No module named yum

I tried several suggestions given to other people with the same problem, but it changed nothing

I went to the folder yum-3.2.24/yum and saw MakeFile, so I typed make and make install

Now when I type yum it says
No module named rpmUtils.transaction

My version of linux is Asianux OpenEdition 3 which is based on RedHat

The reason I am trying to install yum is so that I can install wine. If there is another way to install wine that would be fine.

Thanks.

What does this distro use as a package manager?

If it is based on RedHat, you could search for and download the rpm wine packages from rpm.pbone.net.
Select the RedHat or Fedora distro that yours is equivalent to, to reduce the chance of conflicts.

Assuming it is based on RHEL3 you may be in for a pretty tough time. yum did not come on RHEL until RHEL5. I THINK Centos(another RHEL clone) started using yum on at least C4.0 and MAYBE C3.

I am a little surprised that relatively current versions of wine still run on RHEL3, but:

from: http://packages.sw.be/wine/

Edit: They also have an rpm for yum:

From: http://packages.sw.be/yum/