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The installation works perfectly.
I decided not to install directx 8.1.
What does not
Using AIGLX and Compiz-Freedesktop the fullscreen mode doesn't work. The game screen is drawn with an offset from the top of the monitor, although the mouse still gets coordinates from the correct location. A weird effect. Maybe this is more a bug with my AIGLX/Compiz than a bug with wine itself.
To get sound I had to turn off OSS and turn on ALSA on winecfg. Even though, a lot of sounds in game appear repeated at the end. It seems that many characters are stuttering.
I know a little bit of OpenGL, but nothing about D3D. It seems to me that every scene on the game counting on 'polygon offset' (an OpenGL term) fails. I think there is no translation at all from the equivalent feature on D3D to what would be a polygon offset on Linux. You can see this effect on that scene where the gangsters were around a table. Their eyes were modeled as white spheres. Because of the lack of polygon offset, they appear outside the face sometimes. Shadows on ground or textures on walls suffer the same.
What was not tested
It installs well. It is playable. There are some visual artifacts mainly on shadows and kind of stuttering on sound.