Download d3dx9_30.dll from www.dll-files.com and put in the "game folder" or "c:/windows/system32".
Run the game from the desktop shortcut or run console, go to the "game folder" (in my case /home/wine/.wine/drive_c/Games/Race Demo) and start the game.
cd /home/wine/.wine/drive_c/Games/Race\ Demo/ --> go to the "game folder" (in my case)
wine Config.exe --> run Configuration Race Demo
wine Race\ Demo.exe --> run Race Demo