gOS is Linux, so obviously it won't normally run Windows programs, only programs written for Linux.
However, gOS comes with a piece of software that allows you to install and run
some Windows software.
Its called WINE, the name indicates that WINE Is Not an Emulator, on which a copy of real Windows is running, but instead WINE is a version of Windows rewritten from scratch (so no licensing fee is needed) that allows you to run some Windows programs under Linux native windowing system.
For more information consider reading the article on WINE on Wikipedia first,
http://en.wikipedia.org/wiki/Wine_%28software%29 then visit the WINE headquarter website
http://www.winehq.org/ .
The site has a list of which programs run on (which version of) WINE, and information on how to install, and run Windows programs on it.