You cannot run WIn32 applications on GNU/Linux.... You can only emulate WIn32 applications.... In Knoppix there's Wine that can emulate Win32 apps...
$ winesetup will take you through a wizard for setting up directories where windows libs can be found
$ wine notepad.exe for emulating windows notepad.
You might like to also try Crossover Suite , Bochs and other projects that can run win32 apps