It pretty easy, in konsole just type “wine notepad.exe” for instance,
for furterer options check ‘WineHQ - Documentation’
(http://www.winehq.org/site/documentation)
You didn’t mention if you were using KDE or Gnome, but I know this works
in KDE and might work in Gnome.
Browser to the application (.exe) in the file browser, rightclick, open
with
Type in wine and hit ok.
Or what I do mostly (Dolphin / KDE4) hit f4 in the folder with the file
to bring up the console and type wine applicationname there (what
arcull suggested)