There should be a folder named ".wine" under your $HOME, inside it there's a fake_windows folder which is just like your C:\ directory, you have to put the files inside this folder or other folders that wine can access, suppose you wanna run setup.exe and you have copied it into that fake_windows folder, now just type:
wine C:\\setup.exe
The setup.exe will bump up a window which you have been familiar with. Note: you have to use UNIX's shell escaping way, thats why there're two \ in the above line.