It looks like the 5800x3D (and other AM4 cups) have been discontinued. They are going out of stock everywhere. Might be better to go with AM5 (7000 and 9000 series) at this point.

How are you launching the exe with WINE? Try doing it via the command line if you aren’t already. That way you may get some more information about why it isn’t working. Its as simple as wine path/to/your/exe

You could also try something like Bottles, which will let you use possibly newer versions of WINE without modifying your system’s WINE.