Here seems to be a working description on what is needed to run PhysX in wine:
https://askubuntu.com/questions/593646/installing-physx-under-wine
… winetricks - use it to install some things into the prefix prior to running the installer
./winetricks d3dx9 droid winxp sound=alsa volnum vcrun2008 dotnet20 ie6 corefonts
and read further after that mention
It is mentioned here:
so it seems to work under wine or wine-staging (don’t know whether the difference is important)
I did not try myself - but I probably will 