To answer point number 2, what I do is have the program get the full path to the executable and do everything relative from there. I'm not sure if that is what you are talking about.
readlink("/proc/self/exe", buf, bufsize)
But I don't know how you would do things on Windows. You mentioned 'nosy' so I wouldn't be surprised if its a pain to do so. Either way the Readme was sufficient to get things working on my end with wine.