I tried looking this up on WineHQ's AppDB pages but where it is an early access title just out on Steam there's no entry for it yet with any info unfortunately.
As noted above, starting out at the minimum one should avoid installing DirectX unless there is some clear need for it which is rare but sometimes helpful.
Odds are for a title like this, it goes ahead and installs whatever runtimes it wants anyway as part of its own setup process. You don't mention whether you got this on Steam or somewhere else.
I am only familiar with Wineskin for rolling my own when it comes to setting up games with Wine. Wineskin offers a very helpful functionality to test run a game and on exist offers to display logs which can be very helpful in tracking down what is going wrong when a game fails to start or crashes or whatever. I don't know if the same feature exists in the app you are using to try to set this up but if so you may want to try doing that and seeing if the logs give you any clues.
If you are still having trouble, I'd recommend trying to set this up with Wineskin and doing a test run, log review, etc. The tools you need access to are all readily available in the Wineskin user interface.
I was going to try setting this up to see what happens with it but they want 15 bucks for it and I'm not into this game myself so that's not happening.
Good luck trying to get it running. One good thing to come of encountering issues is you can learn a lot about Wine and the tools to configure it along the way which will serve you well setting up other games in the future.
Last but not least as mentioned just above here, not everything works in Wine unfortunately. I have found a great many games do work well but some stuff just won't for various reasons.