It should work well, but you may have to do a little bit of research.
I would start by finding out how to automatically start applications. Here is a relatively simple way that works on Lubuntu, however it may not work on Raspbian if that's what you're using. I would then add a command to the autostart applications that starts wine, such as `wine /path/to/execuable/faith.exe` (of course replace that with wherever you keep the executable, for me it's `/home/kyle/Games/FAITH_DELUXE_v1-4_itch/FAITH_dx_v1-4.exe`)
Also, try looking into something called RetroArch, it is made for this exact sort of thing and may work even better for you!