Can a program meant for windows or mac be installed on a linux system and work?

[webdev]

There is a Byki language program that I want, but alas, it's only for Windows and Mac. :'( I read somewhere that there is something with Wine that can be done....But I'm a Ubuntu and Linux newb and havn't the faintest idea of how to do something like that. Also, if I have this in the wrong...