Windows Programes On Linux?

Hi guys.

Simple and possibly stupid question, but - 

i know you can use Wine to run windows programs on linux OS but is it possible to run a .exe file to install the files needed to run the program like in windows?

P.S. Totally no clue how linux works. contemplating of changing OS to linux based completely

Yup, you just use the windows install.exe or setup.exe. In fact, it doesn't do much, except unpack stuff that came in an archive, but in windows, the installer registers in the registry, makes a directory in c:\program files\ etc... but although the installer in wine will still ask you where to install it, it doesn't do that, it unpacks the program in a .directory in your home folder (so that is stays away from your system and can't screw up your system). So when you are asked "install in c:\whatever", just click yes, and let wine handle it.