I want my download manager to always be running (I download a lot) so I am concerned as to how much resources wine actually uses?
Wine is not really any more intensive that a normal application, unless there is some memory leak bottleneck in the application you are running.
I don't have any arbitrary numbers for you, but in my experience, Wine is very light (in recent versions) in terms of CPU and memory usage, which is largely due to the fact that Wine is a compatibility layer and not an emulator. What this means then is that applications running on Wine don't need any kind of "translation" or emulation unless of course you are running a Direct 3D game (Direct 3D calls are translated into Open GL counterparts first).
I suggest you give uGet a try. - http://ugetdm.com
WINE is not as resource intensive as you might think but it would certainly be more intensive than running a native app as you will be running two different applications essentially, WINE & Orbit.
uGet is a very powerful yet light in resources native Linux & Ubuntu download manager. uGet also will integrate into Firefox and Chrome making it faster and easier to use.
Disclaimer: I am on the project team for uGet, so might be a bit biased.