I can't seem to run an exe file in ubuntu 12.04. I don't have anything configured, and I'm a complete novice to Wine, so put it in layman terms.
In general, you run an application with:
In general, with many applications, you run the installation .exe and it installs to your wine directory , ~/.wine
In general, after you install an application in wine you will then have a launcher or a wine menu (depends a bit on your interface (kde).
For testing, I'd suggest starting with a well known 32-bit app, such as the Windows version of 7-Zip, which has a Platinum rating in the WINE Apps db.