Unless you use a VM or software like Wine, .exe files are for Windows only.
The Drivers CD is for Windows. If you want to get your network receiver to work, you will have to install the Drivers for Linux Specifically.
The first way is to install the drivers through Additional Drivers.
- Plug In your Network Receiver.
- Search for "jocky" in the dash and choose "Additional Drivers".
- Find your Network Receiver from there and click "Activate".
If your Network Receiver is not listed, go to the ndswrapper wiki to find your model and Install the Drivers.
EDIT: Read this to install ndswrapper. Posted essential contents here.
First, download the ndiswrapper1.5.tar.gz file from here to your $HOME directory.
Get yourself in a root shell by running sudo -s followed by your user's password.
Now before we attempt to build the source, let's make sure we have the required tools to make it work. The following command should get
us everything we need.
apt-get install debhelper build-essential fakeroot linux-headers-$(uname -r)
Untar the ndiswrapper1.5.tar.gz file to your /usr/src directory. NOTE: the location where you untar the source doesn't
really matter, but the rest of these instructions will assume
/usr/src.
cd /usr/src
tar xvzf ~/ndiswrapper1.5.tar.gz
By default, the rules file that is responsible for specifying Debian packaging parameters specifies an install directory different
from where Ubuntu keeps the same module. I adjusted my rules file to
install in the proper place like so
cd /usr/src/ndiswrapper1.5
sed -e "s/misc/kernel\/drivers\/net\/ndiswrapper/g" debian/rules > debian/temp
mv debian/temp debian/rules
Enter the source directory and issue the make deb command.
cd /usr/src/ndiswrapper1.5
make deb
In your /usr/src directory, if all went well, you should find two brand new .deb package files starting with "ndiswrapper". Let's
install them.
Source: https://wiki.ubuntu.com/SetupNdiswrapperHowto