So how do you install the proxy and ensure that everything connects up correctly? You have quite a bit of flexibility in this area so what follows are not the only options available.
Ensure that the actual Linux Shared Object is placed somewhere where
the Linux system will be able to find it. Typically this means it
should be in one of the directories mentioned in the /etc/ld.so.conf
file or somewhere in the path specified by
LD_LIBRARY_PATH. If you
can link to it from a Linux program it should be OK.
Put the proxy shared object (MyWin.dll.so) in the
same place as the rest of the built-in DLLs. Alternatively ensure that
WINEDLLPATH includes the directory containing the proxy shared object.
If you have both a Windows DLL and a Linux DLL/proxy pair then you will have to ensure that the correct one gets called. The easiest way is probably simply to rename the windows version so that it doesn't get detected. Alternatively you could set a DLL override with winecfg, so that the built-in version is used.
Once you have done this you should be using the Linux Shared Object
successfully. If you have problems then set the
environment variable before running wine to see what is actually happening.