https://bugs.winehq.org/show_bug.cgi?id=50104
--- Comment #1 from Nikolay Sivov bunglehead@gmail.com --- Hi,
it's not an error. Configure tells you about dependencies you're missing - wine needs a number of various system libraries for things to work. Take a look at https://wiki.winehq.org/Building_Wine#Satisfying_Build_Dependencies.
Basically you need to install runtime and build dependencies packages, the way it's done depends on your system.