You don't download FH through wine.
Wine is a software that makes your folders in linux work as a windows computer, meaning you can run most windows software on a linux a long with other programs.
What you pretty much do, is you find a Wine download for your linux OS and install it. Once wine is installed you set some preferences up and then you can download the exe from our site here, open the exe with Wine, and then install it onto an imaginary windows proportion wine made earlier.
I'm no expert though since I've only used it once or twice before.