If you're new then you may not wish to go through this process, since it's a bit complicated - and it's ok if you choose not to. If you want to proceed then what you want to do to collect information on the bug is to open a terminal, go to the folder with the installer program, and execute it like this (replace NameOfInstaller.exe as appropriate):
WINEDEBUG="+winhttp" wine NameOfInstaller.exe 2> ~/Desktop/InstallerLog.txt
That will create a log file on the desktop called "InstallerLog.txt" that you can then attach to the bug. When you do this kind of testing it's always a good idea to use a "clean prefix". To do that you want to temporarily rename the ".wine" folder in your home directory to something else, run the command above, and then move the folder back when you're done (you'll need to delete the newly-created ".wine" folder before moving the folder back).