Yes, Wine would be the best way to go (if it works- sometimes it doesn’t), maybe PlayonLinux could be in help, if current (distro provided) Wine version is not OK for some reason. It allows you to try to run a particular .exe with different Wine versions.
Then there’s Winapps , which is basically a VM, but integrates into desktop better. I did not use it myself though, I just know it’s there and worths a mention.
But let me ask: why do you exactly need to run SumatraPDF on Linux? What’s the reason Atril/Evince/Okular/XReader are not options?
Also why not Foxit?
It allows annotation.
There is probably a Linux version in your package system, and it has Android and Mac versions, not to mention Win.
If it just simple annotation (text, highlighting and drawing which is needed) …
… for PDF files, look no further than just plain old firefox.
It allows manipulating and saving your modified PDFs.