the exe can be run on a windows machine or in the linux machine with the help of wine
the installer will run the exe that is just a app that unzips the contents in a folder called c:\compaq and then it runs the real exe file
inside that folder you will find files and folders for xp, vista and similar stuff
copy the dlls, inf and other files from the the folder ot another location to make more simple the ndiswrapper process
if you use wine the c:\compaq folder will be stored in /home/thenameofyouruser/.wine/drive c or a similar path(don't have wine installed atm), when you install the files in wine you don't have to complete the process, it won't help ndiswrapper or will hurt the linux install, all you need to do is decompress the files