IIRC, running the command:
sudo apt-get build-dep wine
should install the packages you require to compile it. If I remember how build-dep works.
Alternatively, use Synaptic/Adept/Aptitude/other package manager to mark the main Wine package for installation, which will pull in each of the dependencies - then before applying, simply unmark Wine itself, and you'll have them.
I'd run the build-dep as well though, it should ensure you'll have what you need.
Edit: I think I was right, after entering that command myself - but be WARNED: There are a LOT of packages, I counted 46 when I did it - that added up to 143MB to download, and 318MB of HD space. If you're limited for space, don't try it, stick to the pre-build packages.