https://bugs.winehq.org/show_bug.cgi?id=39889
--- Comment #3 from fanwenjie fan-wen-jie@msn.cn --- (In reply to Rosanne DiMesio from comment #1)
Where did you get Skyrim from? Steam installs DirectX 9, which includes that dll, the first time you run the game, and since 1.8-rc1, Wine should use it over builtin without needing to set an override (bug 39517).
Thank you! I solve the problem!