This one has been tricky. The eventual solution I found here:
https://www.systemshock.org/index.php?topic=106.0
It turns out that all that is needed is the content of the Sshock2 directory. Put that on a standard Windows PC – not a WINE instance at this stage.
The get and run ss2tool on this directory.
Finally, copy the Sshock2 directory into a WINE location.
Everything should now work.