Can ".exe" and ".msi" files (Windows Software) be installed in Ubuntu?

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Yes, if you first install Wine compatibility layer (link) from the Software Center, you can install Windows applications in Ubuntu. Be warned though that not all applications work perfectly or without glitches. Some applications are even unusable, while others work perfectly (see the Wine Application Database for a good idea of how well various programs work).

Once Wine is installed, you can simply double click an .exe or .msi file to run it. If this doesn't work for some reason, right-click the file and select "Open With Wine Windows Program Loader". Of course, only run executables from sources you trust to avoid Windows malware.

Screenshot of right-click opening an executable

If you run into compatibility issues, you may wish to try the latest Wine Beta version from the ppa:ubuntu-wine/ppa software source (see What are PPAs and how do I use them?). You might also consider installing Winetricks (link), CrossOver (link) or CrossOver Games (link) to install and use software more easily.

To see the debug output of Windows software (in case something goes wrong) run it from a terminal using wine msiexec /i file.msi or simply wine file.exe.

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Apturl doesn't seem to work here. If I just type it in as a regular link, it adds http:// to it. If I change that to apt:// it's no longer shown as a link. – Tommy Brunn Aug 5 '10 at 7:33
oops it looks apturl doesn't work here in that case we have apt.ubuntu.com/p/<package name> – akshatj Aug 5 '10 at 7:36
Hehe. Tried that too and was told "You don't seem to be running Ubuntu". :D – Tommy Brunn Aug 5 '10 at 7:47
You should install wine from their PPA - then you get access to winetricks. – George Edison Aug 5 '10 at 14:26
@George Edison: Added that to the answer. – Tommy Brunn Aug 5 '10 at 14:34
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Aside from a WINE implementation, if you've got a copy of windows laying around, you may also want to look into VirtualBox or some other virtualization technology.

Here is link on getting setup: http://www.ubuntugeek.com/create-and-manage-virtual-machines-using-virtualbox.html

A con in using a VM(virtual machine) is that they are generally reserved for upper end machines as they are an OS inside of your OS that takes up additional OS resources.

a pro would be that they are easier to backup and re-instate in-case of a catastrophic software failure.

Wikipedia has an article on both VirtualBox and Virtualization. I can only post one link until I get more cool points so I figured the tutorial would be a better link as it has a brief description

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We had lots of problems using VitualBox on our Ubuntu systems @ school. – Wayne Werner Aug 5 '10 at 13:06
Right, some times some work for some - and others for others. I've never been able to get VMWare to work but I have had some success with QEMU/KVM. "Individual results may vary." – aggitan Aug 5 '10 at 14:55
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The Wine PPA indicated above is helpful, however I will note that you don't have to use beta packages if you're using the PPA. The wine1.3 package will give you the latest beta package, however the wine1.2 package will keep you at the stable Wine release and not expose you to regressions.

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You should try wine:

wine msiexec /i your_msi_file.msi
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Also, if you want to get updates from the Wine developers so that more and more Windows software is supported, go to System->Software Sources and go to the other Software tab. Click the Add button and copy+paste this into it: ppa:ubuntu-wine/ppa

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Yes, as others have said, you can use wine to run Windows programs.

Once wine is installed, you can run a Windows executable by right clicking it and clicking 'open with wine Windows program loader' or using the terminal as explained above.

You should check here to see if/how the program can be run in wine. Lots of programs will not work perfectly or will need extra configuration to run. A program called winetricks (see http://wiki.winehq.org/winetricks) may make things a bit easier.

Always try to use native software or free alternatives if possible. You can search for applications in Ubuntu Software Centre - programs from here will work much better and will need little configuration. You can also look on this website: http://www.osalt.com/ for free software alternatives to proprietary products.

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