I have download a game and opened it with Wine, but it can't run this game, because the program required the Java Runtime Environment 1.6.0. The program recommends this link: http://java.com/en/download/, where I have downloaded this file. But when I opened its folder I didn't find any .exe file. How can I solve this problem so that I can run the game?
You downloaded the wrong Java file, and the link you used didn't help. The correct link to download the Java file you wanted to run your game is: Java Downloads for Windows.
The installation instructions are available at the official What is the offline method for downloading and installing Java for a Windows computer? webpage.
The link which you provided would have given you the Linux version. You need the Windows version, here is the download link for Java 1.6.0 as you specified you wanted: http://www.oracle.com/technetwork/java/javase/downloads/java-archive-downloads-javase6-419409.html#jre-6u45-oth-JPR
You will need to click the
Accept License Agreement radio button before it allows you to download. You will want the download called