i'm not sure about the wine gui, but you can create links to applications with execute command being:
wine /path/to/windows_executable.exe
or you can create little shell scripts and create links to the shell scripts and put them on your desktop and click on them when you want to run a windows program.
Code:
#!/bin/bash
cd "/winpar/winD/Adobe/Photoshop 5.0"
wine Photoshp.exe &
exit 0