I scanned one of my directory with clamscan and it showed that every .exe file is infected:
.../file.exe: Heuristics.W32.Parite.B FOUND
.../file2.exe: Heuristics.W32.Parite.B FOUND
.../file3.exe: Heuristics.W32.Parite.B FOUND
.................................................
I realized that all .exe files on my system are infected with this type of virus.
When I copy infected file to Windows system, ESET antivirus software detects W32/Parite virus instantly but does not delete file. ESET just deletes virus from that file so I still can use it.
ClamAV scan gives option just to delete infected files.
1. Is it possible to delete virus without deleting file and its functionality on Ubuntu?
2. Is this virus harmful and what can it do to my system when I use it with wine?
EDIT
I solved this by installing ESET NOD32 Antivirus 4 for Linux from here, then I activated TRIAL license and scanned my filesystem. It removed every W32/Parite.B virus from my .exe files without damaging any file.
It's a good idea to make sure that your device is safe from spyware viruses and anything that can harm it and preferably before the damage done, you can schedule regular scans once a week or check if your antivirus gives full protection. In any case, a virus in Windows can affect the functionality of the system and Ubuntu. If you do not feel safe with the defenses on your device, you can replace an anti-virus for your safety. to know more about recommended antiviruses that can protect your device for better use at Ubuntu, this might help you. https://www.safetydetective.com/best-antivirus/linux/