Will my Intel Mac now run MS Windows programs? It’s Intel what!
It will only run Windows programs in Windows. This can be done either via Boot Camp or Parallels (or any of the other windows translators/emulators out there, like Qemu and others).
The reason for this is, Windows runs applications differently from the Mac. What defines a running application in one platform is not the same in the other.
Why so troublesome? It’s just an architecture difference. You’ll need to get used to it, but after a while, you will find the beauty of it. As for applications, perhaps you could find a Mac equivalent in the links above?