https://bugs.winehq.org/show_bug.cgi?id=51802
--- Comment #3 from O. Nykyforchyn oleh.nyk@gmail.com --- Thank You for the answer.
Configuration dialogs in WinEdt began to work after
winetricks comctl32
At least now I know that the problem is related to this library. You could also try to replace builtin comctl32 with native one in a fresh .wine prefix to see if Your problem goes away.