Wine does have its own DirectX, which works for many games. Sometimes you have to load a native DirectX dll, e.g. with winetricks d3dx9_36 but you should only do that if it's really needed. ( Looks like your game has a german demo at http://www.gamefront.com/files/4962929/EM4Demo_DE_zip I'll have a look if it ever finishes downloading. )
