It is possible to run windows programs in Linux on ARM but it takes more than just wine. Way back, when the Sharp Zaurus was big news some people managed to combine wine and qemu. Qemu was providing the processer emulation while wine provided the windows libraries. If you search you may still be able to find a tutorial about how to make that work. I have no idea what to expect performance wise but it would be an interesting experiment.
Another option, which may be sufficient for non-3D low resource games would be to just run an old version of windows itself inside of qemu on the device. You would probably want 98 or maybe even 95. Whatever uses the least resources but is capable of running your game.