Linux Mugen Help

I don't know how to open my .exe file because I'm using a mac computer and a friend of mine told me to use linux but the .exe won't open and can somebody give me something to open the .exe file because I'm using a school laptop

I am not a Mac person but in Linux - Ubuntu, we use a program called wine to run Windows software or dosbox for the real old stuff.

To install wine in Ubuntu goto Applications>Add/Remove then type wine in the Search bar and hit enter.