In general, you don’t need to install or update DirectX since it’s implemented outside Wine through dxvk or vkd3d. For other components (e.g. .NET or Visual C++), you should use Winetricks to automate the process:
List available components:
WINEPREFIX=/path/to/game/prefix winetricks dlls list
To install a component (e.g. Visual C++ 2015):
WINEPREFIX=/path/to/game/prefix winetricks vcrun2015
















Use Wine 9 or a fork of Wine 9, and install to the C: drive. Works every time.