OSX Finder Wine integration

[virtualodin]

I have a Windows program that I run using Wine on OSX. It runs fine. One annoying aspect is file retrieval. It looks first in a sub-directory of the installation directory (this is not configurable unfortunately). The files I want to access are not in the Wine sub directories (and cannot be moved there for reasons I needn't get into) but in 'Documents' on the OSX side. I tried creating an alias for 'Documents' in the relevant Wine directory but the Windows program does not recognise it. I am sure it would recognise a Windows 'shortcut' xxx.lnk but I am stuck on how to make such a file in OSX. Is it possible? Any help gratefully accepted.

 

[dyt1983]

edit: To remove personally identifying info not relevant to the conversation.

 

[virtualodin]

Thank you so much dyt1983. Worked first time!