http://bugs.winehq.org/show_bug.cgi?id=12155
--- Comment #3 from Dan Kegel dank@kegel.com 2008-03-23 07:30:36 --- ctrl-n works fine. (The behavior in notepad is a bit confusing - try typing something and *then* pressing ctrl-n, you'll see it really works.)
In photoshop, ctrl-n opens a new windows. Works fine for me. So does shift-ctrl-n (new layer).
So the problem might be on your end...