Linux

Maybe try some GUIs like Bottles or Lutris. If you want a Windows-like experience in Bottles, you need to disable the sandbox, otherwise, you'll have to place files inside the "bottle"(sanbox dir) I'm not sure about Lutris. If you have pure Wine installed and clicking on a .exe file does nothing, you can use the terminal. Just type 'wine pathtoyour.exe,' and it will run(install) inside the ".wine" directory in your home dir. However, remember that using non-sandboxed Wine means Windows programs have full access to your files (just like on Windows), and Wine can also run Windows viruses.