The test results you have selected are very old and may not represent the current state of Wine.
Selected Test Results (selected in 'Test Results' table below)
Agent newsreader functionality
-- Retrieve newsgroups
-- Retrieve headers
-- Download files
-- Automatically create appropriate download directories
What does not
Secure NNTP -- SSL over NNTP to port 563.
What was not tested
-- Spam filtering and killfile
-- Email functionality
-- News article posting functionality.
I didn't try installing it, just copied the Agent directory from my Windows installation. Agent runs fine without registry entries; it only requires the files in its root directory. It'll create everything it needs in the Data subdirectory.