, he didn't tell you where to enter it, etc (nothing against moshi) but it
i did. in a terminal (doesn't matter which one) i'm not so fluent in English, but i think in Windows-speak you say console.
if you have a little experience with computers, there is nothing intimidating.
sudo is for getting super-user (administrator) rights.
apt-get is the application you want to run.
install docky are the commandline arguments.
pretty much the same thing as in Windows, except Windows does not have such a comfortable way to install stuff.
for Ubuntu 12.04 wine should already be in the software repository. did you search for wine in the software center at all? else:
sudo apt-get install wine1.3