This creates a real .deb that installs your Windows app system-wide.
Run your Windows application with Wine:
wine your-application.exe
If the application runs correctly (perhaps with some minor glitches), you are ready to proceed. If it fails, check the Wine AppDB for compatibility workarounds. how to convert exe to deb
Let's say you have npp.exe and want a .deb.
# Download Notepad++ EXE
wget https://github.com/notepad-plus-plus/notepad-plus-plus/releases/download/v8.5.3/npp.8.5.3.Installer.exe