If this isn't working, here is what I did. Download this installer from Microsoft https://www.microsoft.com/en-us/download/details.aspx?id=8109 and run it with wine. It will exact files to a folder (You can pick the Z:\ drive to pick a folder on your local Linux machine). Then, after it extracts, you can run the installer with wine called DXSETUP. Then running the exe will work.