Linux by default cannot run windows application directly, both operating systems are too different. There are tons of Linux applications which are available and ready to install and use.
If you want to use windows programs on Linux than you need to install a runtime environment like Wine.
There are a lot of applications which can be used by Wine, But i will list two apps which I miss a lot on Linux:
1. MS Office 2013(2010 works partially, 2007 is workable)
2. Adobe Photoshop.
Please note that you still need to have a license for all applications you use in wine.
You can install and configure everything with Wine alone, but using PoL can save us from some trouble and time when installing an application. With PlayonLinux you can find list of applications to select and install in it's database, as shown in the below image:
Automatically installing any additional DLL and Components.
Adding the appropriate registry keys the app needs
Runs multiples apps without overlapping each other with Windows version changes..
It is important to know that PoL works side by side with Wine and it needs Wine to work correctly. Sometimes an app might not work with PoL but will work with the default Wine configurations.