The Wine application is required to install and run Windows programs on Ubuntu. If you don't have this app, this article will tell you how to install it. It's worth noting that not all Windows programs will run in Wine.
Steps

Step 1. Open the Ubuntu Application Center (via the sidebar)

Step 2. In the search bar (top right) of the app center, enter wine

Step 3. Highlight wine

Step 4. Click Install
Enter your password and press Enter.

Step 5. After some time, you will be prompted to confirm the terms of the EULA
To do this, check the corresponding box and click "Forward".

Step 6. Start Wine and view the program options

Step 7. Now locate the setup.exe file and right click on it

Step 8. Click "Permissions" and then check the box next to "Allow executing file as program"
Click Close.

Step 9. Now, left-clicking on the setup.exe file, it will start
Advice
- When the system asks for a password, don't be surprised. This is the same password that you enter when you log in. When entering a password in the terminal, it is not displayed. Just enter your password and hit Enter. If you entered the correct password, the process will continue.
- There is a "Details" button in the Ubuntu Application Center. Click this button to check the program dependencies (which also need to be downloaded and installed). If there are dependencies, check the boxes next to them and click "Apply changes". Thus, you will protect yourself from errors in the work of some applications.