I was a little disappointed to find Anna's Quest Prologue only has Windows version even though Anna's Quest has Linux version in GoG.

After running wine to install Anna's Quest Prologue, I was surprised to find that it's just a Java program without requiring any OS/hardware-specific drivers.

To make this run in Linux, you just need a Java interpreter (I use openjdk 11.0), and fix the text file lib/args.txt as follows (everything after -cp is one long line, not to be separated into multiple lines):

-Xms64m -Xmx1024m
-cp lib/ANNAS_QUEST_PROLOGUE.jar:lib/core.jar:lib/jl1.0.jar:lib/jsminim.jar:lib/minim-spi.jar:lib/minim.jar:lib/mp 3spi1.9.4.jar:lib/tritonus_aos.jar:lib/tritonus_share.jar
ANNAS_QUEST_PROLOGUE

To run, cd into the root directory of the game (lib directory should be inside) and do:

java @lib/args.txt

Happy gaming.

PS: It would have been nicer if GoG would have packaged this in a Linux installer.