Yeah, I've only had success about 3/4 of the time I've used Wine. Maybe less. That's still 3/4 more than 0, so I absolutely love it, but it's definitely not perfect.
Often if something doesn't work, winetricks helps get the right components, and sometimes also settings like the one where Wine creates a "desktop" window inside of which the game gets ran.
Often. And that's why I've achieved 3/4 success rate. But finding the magic winetricks incantations, even with the help of winehq.org, can be an enormous time-sink with low guarantee of success once you've exhausted the standard DirectX/VCRedist stuff.