Can I run Windows Application (or run a .EXE file) on Linux?
The short answer is no. Windows Executable files are meant to run on the version of Windows they were built for. For example, it is highly unlikely you will be able to run a current Windows application on Windows 3.1. Nor can you run a Windows .EXE file on Mac OS X. These are different operating systems (OS), and that distinction is important. However, there are options. You can look at virtual machine technology (such as Virtualbox, KVM, VMWare, etc.) which would allow you to run a Windows OS on a Linux OS. There is also Wine, which allows you to run some Windows applications and games natively in Linux.