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I found some answer on the internet. It seems to be some factors accounted that you were not able to launch? 

Yes, Wine can work with exe files from GameMaker Studio, but success can vary by GameMaker version and the specific application's dependencies. Wine is a compatibility layer that allows Windows applications to run on POSIX-compliant systems like Linux, macOS, and BSD, and the WineHQ Application Database lists specific GameMaker versions and their compatibility status. 

• Compatibility varies:  While some versions of GameMaker Studio work well with Wine, others may have issues. Check the WineHQ Application Database for the specific version you are using to see its rating and any required workarounds. 
• How it works:  Wine translates Windows API calls into native POSIX calls, allowing Windows programs to run on other operating systems without a virtual machine. This is different from emulation, which creates a full software copy of another system. 
• Dependencies are key:  The success of running an exe file often depends on whether all of its required Windows libraries and dependencies are available through Wine or can be installed separately. 
• Installation and configuration:  To run a GameMaker exe file, you'll first need to install Wine on your OS. The specific commands will vary depending on your Linux distribution. 
• DirectX and Vulkan:  Many games use DirectX, which Wine can handle. However, on some systems, using the Vulkan API can result in better performance, as it is a newer reimplementation that often works well with Wine.