This is a pretty solid guide if you want to avoid the commandline.
Otherwise, if I install into wine's C:/, I just start the game by
cd ~/.wine/drive_c/Program\ Files\ \(x86\)/FeralHeart ; wine FeralHeart.exe
and yeah, opengl is the better option usually, since wine has to translate all direct3d graphic calls into opengl on the fly (and it is quite performance intensive). It is less bad with the gallium9 driver in wine-staging though.