What works
Everything, assuming all setup has been done.

How to install:
Download the self-extracting archive, then use Wine to extract it to some location.

Use winetricks to install the pre-requisites (VB6 runtime and DirectX):

winetricks vb6run
winetricks d3dx9_36

Next you need to copy 3 DLL files into your Wine prefix \Windows\System32\ folder:

1. dx7vb.dll

2. dx8vb.dll

3. d3drm.dll

Then run:
wine regsvr32.exe dx7vb.dll
wine regsvr32.exe dx8vb.dll

Your sound must be working otherwise the program will not be able to run. I setup the ALSA driver on CentOS 6 with the instructions here.

After that the game will run just fine.

What does not
--

What was not tested
Mods.

Additional Comments

The instructions I used for getting the correct DLLs in place were taken from a guide for getting the game work in Vista, here: 
http://forum.tip.it/topic/246142-survival-crisis-z-zombie-survival-game/