http://bugs.winehq.org/show_bug.cgi?id=31291
--- Comment #3 from Markus ldm@gmx.at 2012-09-18 08:31:47 CDT --- It is still a problem. Tested in Wine 1.5.12. Does affect all applications. I am entering the umlauts with the keyboard. There is no error. No other characters show in it's place. The keypress is just ignored. I can however copy-paste umlauts into wine applications just fine.
Can you reproduce with LC_ALL=en_DK.utf8 wine notepad ? (LC_ALL instead of LANG)