Urge Software Wineskin Winery (for Mac)

Use Wineskin Winery's opening screen to create a new blank wrapper for your Windows app. If you want, you can use the option to download and install a new Wine engine but it's not necessary.

Give your new wrapper the name of the Windows app you're going to put inside it—or any other name you choose.

After a long pause or two, your wrapper is finished, but it still doesn't have your Windows app inside.

Ctrl-click on your new wrapper, choose Open, and select Install Software from this menu.

You can select a Windows installer program or simply copy (or move) a folder containing your Windows program. I'd recommend using a Windows installer if you have one available.

Here's an installer running as if it were in Windows. When it offers to install your app on Drive C:, it's actually going to install the app in a folder deep inside your Wineskin wrapper.

If your app comes with more than one executable, you'll probably need to choose the correct one at this prompt.

You can either run your app by double-clicking its icon or—as I've done here—go to the Advanced tab of the Wineskin setup menu and click the Test Run button.