Windows Applications

Windows application are written to function on Windows, not other OS.
You have three solutions to run Windows applications:
1-Install a dual-boot and boot on Windows for such application
Only solution for 3D games. Doesn't allow you to run both Windows and Ubuntu application simultaneously.
2-Install Wine packet, which implements Windows DLLs
You can run only some Windows applications. Works well for office application, and also for a long list of not 3D games
3-install a virtual machine, in which you install Windows
Works for all software, except 3D games. But you will need a Windows CD (with a licence)

I used all these three solutions, but mostly a virtual machine.

Post again if you need more data.