No, it doesn't. I deleted everything and redownloaded the zip file, now I get the following:
This is my normal Downloads directory, so the error message is a bit baffling. If I cd into the app bundle and directly start Wineskin.app it starts and I can disable the "Auto Detect GPU for Direct 3D", but "Test Run" gives me the same error as above again. I tried updating the wrapper, but that just leads to a hanging Wineskin process.
Then I figured that unlike normal macOS applications Wineskin may not like it when you start it from random folders (not a big Wine user, so that was just an idea). So I moved it from Downloads to Applications and lo and behold the error goes away, but nothing at all happens when double clicking the app. Opening it from the terminal with open -a Neofeud leads to the following error:
LSOpenURLsWithRole() failed for the application /Applications/Neofeud.app with error -10810.
I then tried to run a dtrace on it (which current macOS makes unnecessarily hard btw) but the only somewhat interesting things I noticed were
dtrace: error on enabled probe ID 2172 (ID 170: syscall::write:return): invalid kernel access in action #13 at DIF offset 68
though it's hard to say if that's really related to Neufeud since the dtrace workaround is essentially tracing the PID of another terminal. Anyway, I think this is the point where I give up for now ;-)