As with any ‘yarr!’ software, you should be downloading it from a trusted source (cs.rin, rutracker, jc141, IRC etc.), then scan it with something like clamav. Remember that wine alone will not restrict any malicious code as it has the same access as your user.
Personally, I have yet to meet a malicious Linux file in any native yarr! downloads but that does not mean that they aren’t out there. Just make sure that you use a trusted source.
Finally, if you are in doubt then don’t install it!
What happens if you manually create a wine prefix and launch the game through wine from the command line?