https://bugs.winehq.org/show_bug.cgi?id=41002
--- Comment #25 from Bruno Jesus 00cpxxx@gmail.com --- (In reply to fjfrackiewicz from comment #24)
Unfortunately, the game refuses to even work on Windows 10 but I have no idea why. It could be trying to perform the same operation it does in Wine but performing symlinks in Windows 10 (it does have an mklink command) is a bit tricky as the mklink command fails with "Cannot create already existing file" or something to that effect.
The other bit of bad news is that I do not have access to a Windows 7 PC or even a license so I can't test the game on a more sane version of Windows :/
Just copy the contents of the worms 2 folder to c:\nw2, it should have the same effect in this case. But if the game does not even start the problem may be different.