[Wine] Paltalk client for Ubuntu

[Christon74]

Hello. I am new to Ubuntu. I have downloaded Wine in the hope that it could help run PALTALK with Ubuntu. I have downloaded the PALTALK install, but Wine systematically refuses to open it.... apparently for security reasons. 
The Palltalk install is an 'exe' file.
Now some people say that you cannot run Paltalk with Ubuntu, while others post videos showing you that YOU CAN! This is really confusing. 
Now if somebody can explain me how to do this (like I am a 4 year old).....