Run a program with a CP1251 locale

Local is a set of parameters, including character set, user language, country, time zone, and other presets that the user expects to see in the user interface. Linux operating systems use Unicode encodings as the default locales, which is certainly very convenient and versatile. But sometimes it is necessary to run a single application with CP1251 encoding (e.g. win32-program via Wine). How to do this is described in this article.