Like the other person commented, I would suggest trying Krita (open source/native painting or graphics program. That isn’t my forte, but my understanding is Krita is a professional grade program that is actually used for professional work.
Edit: I ironically found this: https://docs.krita.org/fr/user_manual/introduction_from_other_software/introduction_from_sai.html
With that said, there is a useful program to help setup Wine called “Bottles”. It’s all graphical, and gives tons of options to tweak to try to get programs running. It has dramatically helped me get done other odd professional type software running.
One long shot thing to try: check the file properties of the program installed on wine, and make sure “executable” is enabled. It’s a handy security thing to prevent random files from hiding malware, but can be a pain to new users.
An extreme solution is running a program in a Windows virtual machine. If you go that route, I highly recommend doing some research. The simplest to me solution I’ve found is Virtualbox, and I believe you can even directly pass USB devices through to the virtual machine, but since of the other solutions are supposed to work better.
With Linux 99% of the time you should use the software repository or “store” or “Discover”. You’ll get the latest supported version on your Linux, it takes care of updating, and in my experience it’s worlds more reliable than Windows store. Also poke around and see what’s available; it’s all free software and should be perfectly safe.