In order to install Windows applications you will first need to install Crossover Mac.
You can also watch this tutorial on YouTube
Launch Crossover by double-clicking on the Crossover icon in your Applications folder.
Click the Install a Windows Application button.
Type the name of the application you want to install. Because it is an unknown application choose the Unlisted application entry.
Click the Select Installer tab, then Choose Installer File... or the CD icon if using a disc.
Browse to and select the installer .exe for your program. Click on Use this installer after selecting it.
And finally click Install in the lower-right corner to proceed.
Crossover will first create the bottle and then attempt to run the .exe installer your picked.
If all goes well the Windows installer for your program will appear. Follow the installation steps as you would on a Windows machine. It's usually best to leave everything at the defaults.
If the Windows installer finishes but Crossover never moves on click the x circle button next to the progress bar in the Crossover Install Software window and pick Skip this step.
Crossover should then report that the installation is complete. Click Done.
If your program's installation was successful you can launch your program by double-clicking its icon in Crossover.
If no application icon shortcuts are created you can try manually launching your Windows program using Crossover Run Command.