open your Home folder and "CTRL+H" to show hidden filesa and folders. then go to .wine-->Drive_C and find the EXE of the program and run it manualy and see if it open. If it does then the shortcut in the menu is broken ( it is not uncommon for that to happen ).
To create a shortcut to Wine apps just right click desktop and choose create launcher, under type set it to "Location", then browse to app via home/.wine/Drive_c/ to where EXE is, give it a name and icon and shortcut created
