Even easier than the above ...
I installed WINE ('aptitude install wine' in Ubuntu/Debian, or use gui package manager), then downloaded the WinUAE installer, which firefox opened using WINE (as it was a .exe). Or perhaps I downloaded the .exe installer to my desktop then double clicked to open. I don't recall - but if you have WINE installed and you open a windows executable WINE should just do its magic

I find the majority of Windows apps run fine under WINE nowadays.
Steve