Unironically, I had the most success with old windows programs not when using wine directly but using proton with steam. I personally use umu[1] to use proton without directly needing to run steam. I wrote a small KDE script for .exe files so I can just double click them and they run lol. Or for setups I can right click them and just install them as a setup and it automatically creates a app shortcut I can open.
Yes! I do here [1]. But keep in mind I am using NixOS and so it looks a bit weird. You should be able to just copy paste the script part and it should work when you have umu at path.
[1]https://github.com/Open-Wine-Components/umu-launcher