Error shows when trying to open .exe in Ubuntu

Hi friends,
This is kind of weird message, when I try open .exe in Ubuntu I am facing this error. I recently I updated the Ubuntu to latest version, this might be the problem? Do I need to change any properties in wine? Please help to resolve this problem. Thanks for your help.

The file ‘/home/ctest/Desktop/vlc-1.1.11-win32.exe’ is
not marked as executable. If this was downloaded or
copied from an untrusted source, it may be dangerous
to run. For more details, read about the executable bit.
