1) Install WINE if you don't have it already. And next install the 'Core' fonts.
2) Get the common SQLyog installer for Windows.
Place a copy in your home directory ( /home/me ).
All SQLyog editions (Community, Professional, Enterprise, Ultimate) will work.
Registration information is saved by Wine exactly as on a 'real' Windows.
The SQLyog installer is packaged with some redistributable dll's.
They are available on Win NT systems, but not on Win 9x and Wine.
To ensure that those dll's are copied during the install you should configure WINE to emulate Win 9x at install time.
You can use the WINECFG utility for that. However it is default, so if you never changed it, it should be OK.
After the installation you may change back to emulate a NT-based system.
3) Install by opening a command shell in your home directory and type
shell> wine SQLyogEnt42.exe ( or whatever the program version)the installer starts, runs and terminates quite as on Windows. Choose the folder /home/me/programs/sqlyog for installation. The installer creates it if it does not exist.
4) To execute SQLyog for instance open a command shell and type
shell> wine programs/sqlyog/SQLyog.exe.. and you are up and running. Picture below shows SQLyog 5 running on SUSE Linux 10 with the KDE desktop. Three connections are open at the same time: 1) MySQL 5.0.16 running on 'localhost' (Linux) 2) MySQL 5.1.3 running on a Windows machine on local network (in front) and 3) MySQL 3.23 running on a remote server at an ISP.
To install to a folder not in user's own folder tree and to integrate it into the desktop environment is beyond the scope of this article. Also note that this example does not use the WINECFG utility to map a 'drive_c' (and thus it also does not use the (hidden) folder /user_home/.wine\drive_c\Program Files).
You may of course do that as well (and experienced WINE users will probably prefer to do so (refer to the docs on http://www.winehq.com/ for information on that) . But you need not!