I got farcry2 to work with a linux program called playinlinux on suse 11.4 Took a few tricks to get it working. Also, I made a post on the wine forums. Playonlinux uses install scripts. You could study the install script to learn how to install nexus.
I read the details on winehq. Nexus has some security software that interferes with making it work in linux. If enough people here post on wine forums, they might fix the bugs that causing the problem.