For me it was .wine/drive_c/windows/Fonts, but that was for WINE on Linux: it's a little like having a fake Windows machine running inside your actual computer. I assume on a Mac the equivalent would be actually installing the necessary fonts on your machine. I'm not absolutely certain having never used OS X day-to-day, just hoping I can point you towards some kind of solution.
Do you have those fonts actually installed on your computer (ie. could you use them in documents and such)? I don't think the application is looking for them in any of its own folders, I think it expects them to be installed and available to any software that might be able to use them.
EDIT: According to bloomingbridges having the fonts installed makes no difference. Still, I hope you get it working in the end.
