Nowadays Wine does not give any problems installing it on Ubuntu.
type in terminal: sudo apt install wine
that will take some time to download and install wine, so you can download your **.exe file with Windows program from the internet
once download is finished, move that W.program to a separate folder (this is optional but for easy of working)
look for the W.program and in its folder right click and choose the option Open in Terminal
in that terminal you type: wine **.exe ( , where ** is the name of the program)
wine will run and install the W.program.
enjoy