Elixirel: Argh, the wonderful world of windoze... where is this file????
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The Windows Registry isn't a files as such, think of it like a database that Windows and anything else can use. I don't know much about Wine but it will have to have some equivalent to the Windows Registry.
A quick search shows it has something called regedit (same name as what comes with Windows to work with the registry).
Basically you will have to export the data in the registry key "HKEY_CURRENT_USER\Software\Crazy Viking Studios\Volgarr the Viking" then import it into Windows. It's simply text stored in a file with the ".reg" extention, when opening it you will be asked if you want to add the data to the Windows registry.
The exported registry data should look something like this, depending on your settings etc..
Everything between the _______ lines
____________________
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Crazy Viking Studios]
[HKEY_CURRENT_USER\Software\Crazy Viking Studios\Volgarr the Viking]
"ConfigVersion"=dword:00000001
"SpeedRunMode"=dword:00000000
"ZoomToggle"=dword:00000000
"PreferredW"=dword:00000500
"PreferredH"=dword:000002d0
"ForcedFSWidth"=dword:00000000
"ForcedFSHeight"=dword:00000000
"UseGameController"=dword:00000001
"UseForceFeedback"=dword:00000001
"UseLinearFilter"=dword:00000001
"MusicVolume"=dword:00000055
"SfxVolume"=dword:00000055
"Muted"=dword:00000000
"ScreenMode"=dword:00000000
"PreferredX"=dword:00000097
"PreferredY"=dword:000000a1
"WaitForVSync"=dword:00000001
"UseLowColorTextures"=dword:00000000
"UseTripleBuffering"=dword:00000001
"FullScreenWindow"=dword:00000000
"InterfaceCount"=dword:00000012
"RenderInterface"=dword:00000002
"SoundInterface"=dword:00000007
"MusicInterface"=dword:0000000c
"Volgarr"=dword:00000000
[HKEY_CURRENT_USER\Software\Crazy Viking Studios\Volgarr the Viking\Controls]
"Key8-1"=dword:00000103
"Key4-2"=dword:00000000
"Key7-2"=dword:00000000
"Key8-0"=dword:00000000
"Key8-2"=dword:00000000
"Key9-0"=dword:00000000
"Key9-1"=dword:00000102
"Key9-2"=dword:00000000
"Key5-2"=dword:00000000
____________________
As an example you could save that in a text file and rename it to a .reg file (like "Volgarr.reg") then when you open it Windows will ask if you want to add that to the registry. Though you will obviously want to use the data from your Wine registry equivalent.