from one noob to another ;)
hmmm, im definately not an expert, but i do know that you do not need windows on your pc to run wine. (as far as i recall, wine can use some of the windows dll's if they are present, if not, it usues its own built in stuff).
as for starting it..... i installed it a while ago and had a bit of a play with it. i just fumbled my way through the install, and then doubleclicked on a .exe and it started. try running an exe and see what happens. :)
i can understand your frustrations though, as i recall when i had a play with it, it did seem a little complex, i put it away whilst i learned more about linux ;)