Does MEPIS not come with Wine? Nothing happens when I try to run .EXE files.

I don't know since I've never used Mepis, but I'd suspect that it's just not installed by default. I don't think it is on most non-live-cd distros. That doesn't mean you can't install it yourself though. It's probably available through your package manager.

There are many ways to discover if it's installed or not. You can run 'which wine', or 'whereis wine', or simply 'wine --version', or do a locate or find. If it's installed then something will come up.

I don't think so...

Try opening a terminal and typing this...

wine "/path to file/filename.exe" Be sure to include the quotes if there's a space in the path name(you can use them regardless, it won't hurt anything).

If it starts up, well, then wine is installed.

If it doesn't, http://www.winehq.com and download the appropriate version.

Edit: Just a thought, aren't Mepis and Ubuntu the same thing almost? Couldn't you just go to WineHQ, follow the instructions for installing it via the Repositories, and it will install OK, I do believe. Also, if you're not wanting to work very hard on this, you could install Automatix2 and it will install Wine quite easily... Some report problems with Automatix, but I've used it under 6.06 Dapper, and 6.10 Edgy, with no prob at all.

http://getautomatix.com/wiki/index.php?title=Main_Page

IGF

Nope. Check the MEPIS Wiki