The first thing is to set the locale correctly (as I understand this is a
non-Unicode application). You can either do this by setting the preferred
language of the whole Linux system to Chinese or by starting the program from
the command line with with "LANG=zh_TW wine program.exe" (maybe try
first "LANG=zh_TW wine winecfg" to check if the locale is properly
recognized). This will set the system locale, and setting the system locale is
what the Windows "Language for non-Unicode programs" option is for.
The second thing you may have programs with are Chinese fonts - Wine doesn't
ship any and the fact that the Linux ones are named differently from the Windows
ones may be a problem for some applications. The easiest solution is to copy
them from Windows (if you have a Windows license), but you could also try to use
font substitutions to map some Linux fonts into the Windows font names.
Another problem you could have is the font linking (see
http://bugs.winehq.org/show_bug.cgi?id=11861 ). On Windows the system (probably
the Regional Settings applet) creates them automatically. On Wine you may need
to create them manually.
I should add that I don't know if these are all the problems you can have
with Chinese programs. I don't have much experience in runnig Chinese
program. I was only once investigating the bug #11861, and these are the
problems I know of.