https://bugs.winehq.org/show_bug.cgi?id=23153
--- Comment #5 from Ken Thomases ken@codeweavers.com --- (In reply to tblodt from comment #4)
This feature can't really be implemented, because only actual mac apps can open URLs (or files), and Wine is not a real Mac app.
Correct. (Where "real Mac app" should be read as "bundled Mac app".)
You should be able to install the HD pack by running:
wine iexplore
and putting the Steam URL in the address box there.
Even easier would be:
wine start steam://installaddon/halflifehd