No, Wine will not come with it; not quite. But it is free to download and install. In the upper left corner of your screen, click Applications and from there click Ubuntu Software Center, enter "wine" in the search box, and install it.
Be warned, Wine is not a guarantee that you can run all your Windows programs perfectly on Ubuntu. It is a compatibility layer. Some programs work well with it, others need tweaking, some just don't work.
Have you looked at ubuntuforums.org? There is a lot of help available there; in fact, they have an entire subsection of the forum dedicated to Wine.
Anyway, best wishes. Hope this helps somewhat.
Davis Goertzen