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In the decades that I've been using Linux, I have not needed a single Windows app because Linux has all the software I require.
However, I understand that some people aren't that lucky. You might be one who has a Windows-only application you need to do your job or school, or it's a game you'd love to play.
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Fortunately, Linux has several ways you can get that Windows app running.
Before I continue, nothing is guaranteed, so not every Windows app will 100% run on Linux. If the app you use is fairly common, there's a good chance it will work. If, however, your app was created in-house, it'll be iffy (but you should try anyway).
1. Wine
Wine has been around for a long time. The name used to stand for Wine Is Not an Emulator, and it serves as a compatibility layer for running Windows apps on Linux. I remember, back in the late '90s, I was part of a Linux User Group and had the pleasure of walking into a meeting and announcing that I'd successfully managed to get the first Diablo game running on Linux. Everyone in the meeting was astounded that it would work. Back then, using Wine was complicated. Thankfully, Wine has come a long way. In fact, you don't even have to touch the command line now, thanks to several good GUI front-ends (such as WineGUI and WineZGUI). If you go the Wine route, there's always the Wine Application Database, which is a great place to start.
Also: How to easily run Windows apps on Linux with Wine
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