Great. I created a .desktop file that works:
Maybe that's preferable to putting the folder on the Desktop.

Explanation: I had similar (not the same though) problems with Windows games under Wine, I think it has to do with the environment, wineconsole seems to be creating a special WINE environment before it runs the command.
I'm sure the same could be achieved in other ways if one knew the ins and outs of WINE.

Nops. Got from wineconsole 'starting program failed. The comand is invalid.'.

so you may try
You need to check if that path (/home/user1/.wine/drive_c/Program\ Files\ \(x86\)/helherron-2-1055-win-x86/Helherron.exe) is valid, points to the real Helherron.exe.

Yes it's valid, though, look: wineconsole ~/.wine/drive_c/Helherron/Helherron.exe. No \. Is that important?

\ is required before space and ( ), because they are special characters. Your solution (to put it into /home/user1/.wine/drive_c/Helherron) is probably better.

So doesn't come from the path... Where?

or perhaps use the "" ? = put the line
Exec=wineconsole "/home/user1/.wine/drive_c/Program Files (x86)/helherron-2-1055-win-x86/Helherron.exe"
or perhaps the whole link before wineconsole must be used? /usr/bin/wineconsole (I am not in the front of my own linux PC to test; its why its written as suggestion)
see https://linux.die.net/man/1/wine
https://linux.die.net/man/1/wineconsole

Adapt the Exec line to reflect the actual location of the file on your system, not mine.

My path is correct ondoho: wineconsole ~/.wine/drive_c/Helherron/Helherron.exe. When launchin from terminal, it works fine. But in the launcher, got this wineconsole error and invalid command.

Interesting. For me it works.

1. what is logged to the wineconsole? Show us ALL of it.
2. try replacing
   Code:

   Exec=wineconsole ~/.wine/drive_c/Program\ Files\ \(x86\)/helherron-2-1055-win-x86/Helherron.exe

   with
   Code:

   Exec=sh -c "wineconsole ~/.wine/drive_c/Program\ Files\ \(x86\)/helherron-2-1055-win-x86/Helherron.exe"

Both works for me (tested on gnome Debian 64bits)

Exec=bash /home/user/path_to_sh/xxx_appli.sh
.. or
Exec=/usr/bin/wineconsole "/home/user/.wine/drive_c/Program Files (x86)/path-to-exe-HHpp/yyyy.exe" &

Here's the stuff: https://imgur.com/uK0iaUk.png. 'wineconsole ~/.wine/drive_c/Helherron/Helherron.exe' in the command of the launcher. Your replaced floppy and ondoho gives that error: https://imgur.com/eEuQqCq.png. Exec=bash /home/syl/.wine/drive_c/Helherron/Helherron.exe.sh in command...

Why screenshot when text is enough? Christ.

Anyhow, try my version.

Also I have no idea what floppy you're talking about.

Also please remove the oversized image from your ppost.

extremely hard to follow what's going on. So I would suggest you to try to understand what those commands and arguments mean and also try to interpret error messages.
For example (in your attached picture) failed to execute Exec=bash probably means you tried to execute "Exec=bash" which is definitely wrong. But I have no idea where is this error message coming from. You need to know what did you modify and how.
~ means your home directory, better to replace /home/<username>, sometimes helps.
Also I have no idea about that floppy thing.

Erh, floopy is floppy_stuttgart. Then, tried again to put your version ondoho, with my path(Exec=sh -c "wineconsole ~/.wine/drive_c/Helherron/Helherron.exe"), in command of launcher, but that just gives this "Exec=bash" error message...

'wineconsole ~/.wine/drive_c/Helherron/Helherron.exe' works fine from a terminal. Just how should i configure the launcher corespondin?