I got this working on Linux Mint 22.1 with Lutris and winetricks.
I'm using wine version "wine-ge-8-26-x86_64" inside Lutris, and after creating the game's prefix and running the setup.exe above, I used winetricks to force dotnet48 and gdiplus.
Game appears to run perfectly, played the tutorial without any incidents. There were sound effects and music, and I saw no graphical glitches.