It's a thing that's built on top of wine (Windows application compatibility thingy). Its purpose is to create environments for Windows applications in a very user-friendly manner with a GUI. I think whatever you can do in Bottles, someone could do with the terminal using wine but that's difficult.
Haven't used Bottles in a while but you just get the .exe file like you would when using Windows OS, then you put it in the Bottles, and it should run. I have no clue about the details, but if you click enough buttons, it should work properly.
It's like NordVPN but a bit more private.
It's overall nice.