Wine's FAQ has the following question under 7.3:
I want my Windows application to be able to launch a Linux application to open documents
Answer:
You can start Linux applications directly from Wine only if you specify full path or use shell:
/usr/bin/glxgears # or /bin/sh -c glxgears
This advice is wrong or at best incomplete. I have tried it out configuring a Windows file manager: it gets confused by the slash in the path. Even something in the form "z:\\usr\\bin\\glxgears" fails. Does it work in some (unnamed) Windows applications? Maybe, but I doubt it. Indeed, if I put a Linux application in Wine's ..\drive_c\windows and browse to it in Wine, Wine tells me "bad EXE format" when I want to launch it. As far as I can see, answer 7.3 in the FAQ is totally misleading.