Since the Windows API specification is not fully published, the Wine project can only achieve a very good matching reimplementation, but never 100% guarantee that programs work that were not developed to be run on your OS. So in contrast to Linux native programs that just install with a button click, you may need to go a level deeper when installation of a Windows program in Wine fails.
Have you also tried to run the installer through the terminal, e.g. (assuming default Wine environment)
wine /path/to/installer.exe
Then you usually see more useful information than the application user interface displays. You don’t need to understand it, but there’s the chance to get more hints.