in linux you can mount an iso image with the command
this way your iso file would be mounted in your cdrom usual mounting point. After that just install wine using synaptic package manager or the command apt-get install wine , and the exe file should be automatically executed by wine when you double click on it. If it's not than right click on the exe file select open with and than choose wine from the programs available.
sudo mount -o loop ISO_file /media/cdrom
And that's about it.