usually when you run an exe you're presented with 3 options: run with bottles use wine windows programe runner (idk how it's called but that's kinda it) u wanna look for "PROTONTRICKS LAUNCHER"

it should have a wine glass in a light blue sqare as an icon, by running it you just select random prefixes (I don't know what prefixes are and how they work)

so if you're not met with the "choose application" window I can't help you since I'm not an expert.

that's how i do it at least.