It works great on Wine 6.21 with DXVK after adding a few things via winetricks:

physx
d3dx9_36

I also had to run the game from the same directory where its binary resides, otherwise the game can't find its files:

[WHEREVER YOU INSTALLED VENETICA]/bin/release

Example on my machine:
~/Games/venetica/drive_c/GOG Games/Venetica/bin/release


Specs:
---------
Manjaro Linux
Kernel: 5.10 x86_64
X.Org: 1.21
Wine: 6.21 with DXVK on Lutris
AMD Ryzen 5 3600 6-Core
AMD Radeon RX 5700, Driver: amdgpu
Display 1920x1080~60Hz
SSD drive