Your program might require some environment variable to be set properly in order to run successfully. In this case you need to set this environment variable in the Linux shell, since Wine will pass on the entire shell environment variable settings to the Windows environment variable space. Example for the bash shell (other shells may have a different syntax !):
export MYENVIRONMENTVAR=myenvironmentvarsettingThis will make sure your Windows program can access the MYENVIRONMENTVAR environment variable once you start your program using Wine. If you want to have MYENVIRONMENTVAR set permanently, then you can place the setting into /etc/profile, or also ~/.bashrc in the case of bash.