https://bugs.winehq.org/show_bug.cgi?id=50759
--- Comment #5 from Jacek Caban jacek@codeweavers.com --- Gentoo doesn't support shared installs, it only ships MSI files (as opposed to an extracted copy of Wine Gecko that can be used without installing anything inside prefix). See https://wiki.winehq.org/Gecko for more details.
Using MSI files is sub-optimal, but fine. Wine will locate it and quietly install when you will attempt to use it. To verify that, you may just run wine iexplore. If it works, it means that Gecko works fine. After the first run, Gecko will be installed in the prefix.