Ubuntu 12 WineHQ run command

Good day all,

I have recently installed Ubuntu 12.
Very new  to this.
I also installed WineHQ to run Windows applications.

I need to execute the following Windows command in Ubuntu:
"C:\Program Files\Steam\Steam.exe" -install E:

This is to install the COD MW3 game and forcing Steam to install it from the CD-ROM and not to download it.

But in Ubuntu / Wine where do I go? How do I point to the .wine dir and path where the steam exe is. And how do I point to my CD FROM drive?

I have searched and now where is .wine directory.

To wrap up please explain where I should go in detail.
Help with the syntax and also how to locate and then point to these location in Ubuntu console style???
Do I need to run the command in Ubuntu terminal? Or Wine Console? How and where to a get these??? Terminal I can find but now way to find Wineconsole if such thing exists as I have read about it but no luck finding or opening it...

This is my Winecfg drive maps:
Letter                  Drive Mapping
C:                         ../drive_c
D:                        /media/MW3_DVD1
Z:                        /

Kind regards!