I don't think Ubuntu has an auto-run functionality of its own. Only auto-mount and show the drive in the file explorer. Wine might have some sort of setting for that, though. I know you can add CD-ROM drives to it. So maybe you could add this drive to it.
Do you just need to do the same thing the auto-run would do, however? You can usually just look at the files and run whatever autorun.inf lists as the auto-run executable.
Note that if you are trying to install HTC Sync, I don't know if it works in Wine. You don't need it for development drivers on Linux, though, or for mounting phones as storage. No drivers are needed.
If you are trying to use the media transfer UI, then it might be worth trying to run it. Although HTC has a download link for HTC Sync anyway, which will be the latest version and is better to use than the version on a given device: