Just going to quickly add my two bits that may help you out.
To run an .exe in wine, you just need to open up the console/terminal, the command is wine *.exe. For instance, for stuff.exe on the desktop, wine ~/Desktop/stuff.exe.
I know in kde you can set up .exe's to open on doubleclick (if wine can open them ok) by going into the control center under kde components and file associations and making a new type .exe with filename patterns *.exe *.Exe *.EXE and setting the command to wine. I'd guess gnome has something similar, so perhaps this description would be helpful. It's usually better to run it in the console so you can see if there's a problem opening said executable, but whatever floats your boat.
As everyone else has said, wine-doors is a gui to help in the installation of common and/or difficult to install programs under wine, an automated process of sorts. Wine is by no means limited to what programs show up in wine-doors.