[Wine] Getting game to run: directories

[Stevewy]

This is a newbie question, so forgive me if you've heard it a million times before.

I've just downloaded a Windows game called "Zenith".  The website did confirm it worked on Linux under Wine.  However, the game does not start because when I click on the executable, it says it cannot load an image from the /media directory.  This game is, apparently, meant to be portable so all files are contained in folders below where the main executable is.  But wine can't find it. Or rather it says it "cannot open" it.  It's a PNG file but I doubt if that has any bearing.

Does anyone have any advice, or am I asking in the wrong place?

Steve W