Ubuntu :: Creating Readable File From Multiple Html Files

Here is the deal: my school purchased a test prep which they distributed to us, the only problem is that it is for windows. When I try to run the exe in wine the program windows pops up but the screen is blank (i can see the menu bar and and the title bar). It appears that most of the information is located in a folder as html files (separated into chapters for each section) with links to all the figures/tables/questions
(also html files). This morning I have been trying to find a way to compile the html files into a format that I can read without having to hunt for each individual html file. I tried navigating with firefox but had to change each individual link before I could do that (very time consuming), I tried using doxygen (the GUI front end) to convert it to Latex/rtf/html/xml (all the formats) but did not have any success (It could be that I am using the app wrong). I tried opening some java applications found within the application data folder in hopes that it would bring up the navigator without success. And even tried installing java in wine (unsuccessfully) to see if that was the missing key to run the program in wine.

My question is, do I just have to fork out the $500+ that it would cost me to purchase the books instead of using the school provided program (free to us)? or is there a relatively simple way to compile these files into a format that could be readable.

tl;dr - have multiple html files for a windows native program that won't run on wine that I would like to convert to a more easily readable format (i.e. chm, pdf, etc), is it possible?the program was legally acquired through my school, I did not download or pirate it. I am not looking to distribute it, just looking to use it for my own studying purposes without spending $500+ or buying a windows license/computer.