A virus will do nothing on Wine because Wine can't emulate the low-level functions of Windows that a virus needs. So, while it's possible to put a virus onto Wine, it will do nothing. The same as it's possible to ingest a canine virus into your body, but it will not do anything.
I doubt your browser crashed because of a virus; excessive levels of malware will cause your Windows system to run slowly, but they won't actually crash any of your programs. And of course, if a virus is not running (because you're using Wine on Linux) it won't be able to crash anything or make your system run slowly.
Ubuntu 12.04 has a firewall, but it is not configured out-of-the-box because there's nothing that listens for incoming connections outside your network. You don't need vaccinations against canine viruses because the viruses ignore your body - so you don't need a firewall on Ubuntu because your computer ignores all incoming connections from the internet.
Trojans and malware downloaders are the real problems these days (on Windows, not Linux), and they completely bypass firewalls by convincing the user to download them. My father's Windows XP computer was totally infested with malware due to him unwittingly downloading trojans ("I need a program to download Youtube videos... let's try this one") but his Ubuntu 10.04 and then later his 12.10 are completely unharmed.