Os programas do Windows são encapsulados dentro do Wine e não podem acessar a memória fora do Processo do Vinho.
As perguntas frequentes do Wine realmente respondem a isso, qual é o nível de qualidade do Wine em sandbox para aplicativos do Windows ?
Wine does not sandbox in any way at all. When run under Wine, a Windows app can do anything your user can. Wine does not (and cannot) stop a Windows app directly making native syscalls, messing with your files, altering your startup scripts, or doing other nasty things.
You need to use AppArmor, SELinux or some type of virtual machine if you want to properly sandbox Windows apps.
That said, winetricks does have a sandbox verb that does at least a partial job of isolating Wine programs from the rest of your system. It protects against errors rather than malice. It's useful for, e.g., keeping games from saving their settings in random subdirectories of your home directory.