http://bugs.winehq.org/show_bug.cgi?id=34204
--- Comment #4 from Artem S. Tashkinov t.artem@mailcity.com --- OK, it works beautifully with native d3dx9_36.dll, please change the component.
So, in order to play it you have to put these three file in the game directory:
BeamNGSandbox.x86.exe.local (empty, `touch BeamNGSandbox.x86.exe.local` will do) X3DAudio1_7.dll (from DX redistributable or from Windows/sysWOW64) d3dx9_36.dll (from DX redistributable or from Windows/sysWOW64)