Ubuntu and Ubuntu derivatives (such as Kubuntu) obtain software from packages which are stored in repositories. Ubuntu's default repository includes Wine, however if you want to stay up to date with the latest Wine package you can use WineHQ's by following these instructions.
Adding the WineHQ PPA Repository:
Open the Software Sources menu by launching the Ubuntu Software Center and selecting Edit->Software Sources. Choose the Other Software tab and click Add.
Then, copy and paste the line below.ppa:ubuntu-wine/ppa
Warning: Beta packages
The 1.5 packages here are beta packages. This means they will periodically suffer from regressions, and as a result an update may break functionality in Wine. If the stable 1.4 Wine version works for you, then you may not want to use these beta packages.
Once you have added the WineHQ PPA Repository, you are ready to install.
To get the most recent Wine 1.5 beta, click this link to install the wine1.5 package.
To install the older, stable Wine 1.4 version, click this link to install the wine1.4 package.
Upgrading to a new version of Ubuntu
If you are upgrading the entire system, such as going from Ubuntu 11.10 to 12.04, you will need to come back to this page and add the repository again. The built in update manager will not switch the Wine repository automatically.
Alternative Command Line Instructions for Installing Wine:
It is also possible to add the Wine PPA and install via the terminal. This may be useful on Kubuntu, Xubuntu, and other Ubuntu derivatives.
sudo add-apt-repository ppa:ubuntu-wine/ppa
Then update APT package information by running 'sudo apt-get update'. You can now install Wine by typing 'sudo apt-get install wine1.5'.
If you'd like to browse the PPA manually, you can visit its Launchpad page.