1)
Wine is used to run windows applications in ubuntu or any Linux. See details here. This application creates a compatibility layer of linux kernel b/w linux kernel and windows kernel written program and allows us to run windows programs in ubuntu(other distros as well) but the fonts are not the same, you might find the
gui somewhat different than it appears in windows.
Just install it and then you can run almost any program already installed from its .exe file or you can install windows programs in ubuntu and run them.
Open terminal and type :
sudo apt-get install wine
to install wine or simply goto
Ubuntu software center and search for it and click install
.
2)To access a dial up connection, just right click the network icon on your desktop and click the DSL connecction 1 that was setup by you. See details here