When you find yourself a newbie to the Linux world from perhaps the Windows and try to open an exe file its such a frustration as the file would not run as expected when on Windows.
The reasons is simply because you are in a different place where things are don different and would need a bridge framework that would allow you to run exe file in Linux. Thus making your Linux capable of running Windows exe files.
There are available frameworks and packages for Linux that does the trick and allow you to run your exe file. One such is Wine.
Running exe on Linux with Wine
Follow the on-screen setup, and install directions from WineHQ. Each install will vary slightly since Linux operating systems follow their own installation processes.
Double-click on the installer file. Follow the on-screen directions to install. If the installer file does not launch, open a “Terminal Windows” and type in the file directory; for example “cd ~/Desktop” followed by “Wine fileinstall.exe” where “fileinstall.exe” is replaced by the file name.
Run the .exe file either by going to “Applications,” then “Wine” followed by the “Programs menu,” where you should be able to click on the file. Or open a terminal window and at the files directory,type “Wine filename.exe” where “filename.exe” is the name of the file you want to launch.