I would like to have the applets should be part of wine's control program.
Hmmm, I followed usual windows proceedings, e.g. the applet is not actually a part of the control panel program itself, it's a .CPL.
They would be better be as files in the /programs/control/
Well, cpls are basically DLLs that export a function -> CPlApplet -> so (based on Dan Kegel's advice) i put them in dlls. They're not *programs* strictly speaking.
Hmm, I could use more feedback on that one.
And you should extend the existing control.exe and winecfg in wine to open these applets.
control.exe opens cpls just fine; I only extended winecfg to make it suitable for being launched from within a cpl to perform only the particular task.