Is there any way to run Windows apps on Ubuntu without Wine or Virtual Machines, I tried to run some games with Wine. it don't work?
If you have another machine that is running Windows, and your game is available on the Steam platform, and you also have a reasonably fast network connection to that machine, then you can consider using Steam's in-home streaming feature. Basically it is running the game/software on Windows, but streams the input/output to another machine that also has Steam installed. Since it is almost like video streaming, this requires a fast connection.
Although it is designed for Steam applications, this feature can work for non-Steam games as well if they can be registered into your Steam library. However, note that some non-Steam games cannot work properly when they are managed/launched by Steam.
There's a commercial solution, Crossover Office, which is focused on major productivity apps. However, since they display the WINE logo, I suspect there's WINE under the hood.