Without more information, the answer would be no. Windows applications will not run natively on mac.

However... When you say "program" do you actually mean an executable program or do you mean a word document, image, video, or some other non-executing data that is saved by a program running in windows? Details really do matter. When you say "program", what program is it exactly? If you're wanting an answer, it's a good idea to be as descriptive as possible.

There are numerous possibilities, but we're left guessing at what you mean. We might suggest basecamp, vmware, parallels, or just installing an equivalent mac application that can read the data you've saved from windows.