Is this Touhou doujin game? I have quite bunch of them, and I'm sad to say that many of them don't work nicely with wine. Mostly because they are using either really deprecated libs or old directx which wine does not have good support, or weird video codecs. There have been workarounds like renaming some video files and game would then just ignore them and not play and such... Or try using native DLLs. Anyways I wish you good luck to getting it work. I might try obtain one for myself too since the game looks interesting.
