I wanted to buy Capitalism 2, on sale right now, but I have a Linux and according to some websites it does not work with Wine.

Could someone please confirm if it's the case, or if nowadays it does run on Linux?

Confirmed, neither Capitalism 2 nor Capitalism Plus work on my system (Linux Mint 13 LTS) using POL. I used different versions of Wine, and what I just get is that I arrive to the first screen, but everything freezes.

On Ubuntu 14.10, with Wine-1.7.34, I can't play Capitalism2, but Capitalism Plus works well.

You can just run the installer with Wine, it will then use DosBox to run the game.
So, you can also use a Linux version of DosBox instead of running a windows-DosBox in wine, which look tricky, but is working anyway.

Arch and Wine 1.9.9 here, Cap 2 running without any issues.