EDIT: I added Answer 2, check that one first.
 
 Answer 1
 I don't have wine so I haven't tried it, but the following should work. Not sure if there's a simpler way. For every windows program appname.exe you need to run, create a file appname
like so:
 #!/bin/bash 
# File appname
wine "C:\Program Files\appname\appname.exe"
 Of course, you should make sure that you put the correct path name to your appname.exe.. Then move this newly created file to /usr/bin:
 sudo mv appname /usr/bin
 Now appname should appear in dmenu. In fact you should be able to run any script or manually installed program from dmenu this way. Furthermore this should give a command appname in the terminal, too.
 
 Answer 2
 Sorry, this is also not tested, but I just read the following lines in ~/.i3/config:
 # There also is the (new) i3-dmenu-desktop which only displays applications
# shipping a .desktop file. It is a wrapper around dmenu, so you need that
# installed.
# bindsym $mod+d exec --no-startup-id i3-dmenu-desktop
 Unless I'm missing something, the above suggests that if wine creates menu items automatically (again, I don't know), you should be able to access them from i3-dmenu-desktop.
 So, do the following. 
  - sudo apt-get install i3-dmenu-desktopin case this is not installed by default in ubuntu; I don't have ubuntu, so I don't know
- Fire up dmenu with mod+d and run i3-dmenu-desktop; an identical-looking dmenu will appear on the top bar
- Start typing the name of your windows application. If it doesn't appear, forget about this answer. If it appears, then go back to your - ~/.i3/config, comment the line about dmenu_run and uncomment the line about i3-dmenu-desktop. That is, your config file should now read:
 - # start dmenu (a program launcher)
# bindsym $mod+d exec dmenu_run
# There also is the (new) i3-dmenu-desktop which only displays 
# shipping a .desktop file. It is a wrapper around dmenu, so you need that
# installed.
bindsym $mod+d exec --no-startup-id i3-dmenu-desktop
 
If that works and you want to further tweak things around, there's a program called j4-dmenu-desktop which claims to do the same thigs as i3-dmenu-desktop but much faster.
   
Consider capitalizing and adding some tags, like `wine` and `dmenu`. I cannot edit your question due to my low carma.