I'm sorry but I'm currently not really interested in even trying to make my own games run on Zorin OS Core 17.1 (for the reason I explained previously) and having a limited knowledge of the .exes emulations stuff I can't help as best I can. There are other software that “should” do the same that Wine “is supposed” to do, like Lutris, Bottles, Wineglass and PortProton just to tell some. If you still need help for this but feel that here on Zorin Forum would still take hell longer to get things sorted out I recommend checking if on winehq.org/help it already exists a similar or identical report or create it yourself.
Another problem that I faced, too. Installing stuff like DirectX and .NET Framework is scary, I never followed any so far.
Using this interesting software might be better than using Wine, looks like it works most of the time without giving any or too many difficulties. I recommend you to rely on Lutris if it ran a game almost immediately or with just a few simple manual fixes.