Simple answer is, you don't. The two operating systems are not compatible, and programs written for one can't work on the other.
The advanced answer is, you can run an emulator on OSX that will enable you to run an instance of Windows, and then through that you can run native Windows programs. But running an emulator comes with it's own hassles (like performance loss from running the emulation layer). You're going to want to look into Windows emulators for OSX, and the only one I can remember off the top of my head is one called 'Wine', so maybe start your search there.