I know it is possible to run windows files on Mac using cider or Wine, I have CrossOver, but I am totally confused how to do it. What would be the simplest working way to run a windows .exe file on a Mac? This pertains to one that has no GUI, just function.
Running something like a command-line Windows application on a Mac is, unfortunately, not really possible. Even the most seamlessly integrated solutions (like CrossOver) just create a small Windows environment that the application runs in; you don't get access to things like the output stream or the file system of the application, and I don't think that it has much--if any--access to the host file system.
Beyond that, you'll have to be more specific as to what you're exactly trying to do; there may be options for a specific case, but there's no general solution.
If you use Parallels to run a Windows environment on your Mac, then this is scriptable via AppleScript and you can run WIndows programs from within Mac OS X via AppleScript. You can also generate the equivalent AppleScript commands from the command line (
man osascript) or from an Objective-C program if you want to. For an example of how to do this see: http://initapp.com/2006/12/07/start-windows-apps-from-your-osx-doc-parallels-3036/