https://bugs.winehq.org/show_bug.cgi?id=28173
--- Comment #13 from Charles P charlespigott@googlemail.com --- NOPE! Completely wrong
The game does the above if you don't start it from it's own directory, but it works fine (sound and all) if you start it from .wine/drive_c/SIERRA/Pharaoh (or wherever the executable is, I presume)
Switching to windowed mode doesn't seem to work, but that'll be a completely separate issue