https://bugs.winehq.org/show_bug.cgi?id=41002
--- Comment #3 from fjfrackiewicz@gmail.com --- (In reply to Bruno Jesus from comment #2)
This is a very common error in Windows too (since forever). Are you running frontend.exe or worms2.exe? Because it should be frontend.exe.
I used frontend.exe and I got to the main menu. I clicked "Play a quick mission against the computer" and got the same error that you see in comment 1.
This happened with and without the virtual desktop.