There are different ways to install Wine on your system. You may get the sources from the WineHQ server and compile it yourself or you may get a precompiled package for your Linux or Unix distribution. If you want to compile Wine yourself, please follow the instructions included in the source and the additional information given in this HOWTO.
Less experienced users may prefer to install Wine as a precompiled binary file. Packages are easier to install and the packages are ready to fit your system. A list of download sites for packages is available at WineHQ Download Page, but you may also find Wine at your distribution site. If you download any packages, be sure that you get all you need. Sometimes Wine is split into several packages, and you may find that Wine needs additional packages to run or to compile.