Detailed instructions on how to install Wine on Ubuntu:
http://www.winehq.org/site/download-deb
After that you should have a working Wine installation. You can use winecfg (or was it wineconf[ig]?) to setup some common things, such as what Windows version to emulate for different applications etc..check it out. In addition there are the plain-text "registry" files under ~/.wine/ which you may want to take a look at. Never had to deal with .DLL things myself, those Windows programs I use trough Wine either work (with the initial setup described above) or then don't work at all.
Past the instructions on the Wine site, which do work as I've tested them, you don't have to do much for Wine. Or rather, you can't do. That's it. You can configure some DLL files if you like, but if you ask me, it's just not worth it..probably won't help at all. The programs you install trough Wine work or then they don't, even printers "just work" if you're using CUPS or if they don't, then they don't (it's the problem of the program, by the way, not Wine).
