This was a comment that turned out to be the answer:
Ah...symlink. The Wine symlink probably doesn't work because the
".exe" requires path to the "working directory". Unfortunately symlink
does not support this. You will need to create a wrapper script (how?
answered here: askubuntu.com/questions/51314/… ); then either use the
wrapper script as a launcher, or keep it in the ".exe" folder and
symlink to it.
I'm not sure what you mean with "soft link". But when I need to create a Wine shortcut launcher I just start GEdit and create a file like this:
Name=MY APPLICATION NAME
Comment=THINGS I HAVE TO SAY ABOUT THE APPLICATION
Exec=sh -c "cd /PATH_TO_EXE_FOLDER; wine FILENAME.exe"
Then save the file wherever I want as a ".desktop", for example: "MyWineApp.desktop".