wine

The file '/home/---/デスクトップ/DenDen0/SETUP.EXE' is not marked as executable. If this was downloaded or copied from an untrusted source, it may be dangerous to run. For more details, read about the executable bit.

as executableプログラムとして実行できる
　ように
プロパティを開いてチェックを入れねばならない。