Why do you need it installing into Windows first?
Also, how is this wrapper project different from regular Wine? Do they have their own patches? I'm using Wine on Linux (from PlayOnLinux builds).
It is a WIne wrapper put together by somebody who knows what they are doing with wrappers unlike me.
Your best bet is to follow my link, register with the site then you can ask all your questions there regarding WIn e wrappers etc.
You asked if it worked under WIne, it does.
I have no idea about Linux, I have never used it, sorry.
Some games just do not install into wrappers, and you have to do the install under windows then copy the folder into the wrapper, this is not the first game to work like this, there are quite few you have to do this with. Running games in wrappers is not always straight forward as you would like it to be.