To anyone on Linux who has/had trouble just installing this, I finally figured it out through Lutris.
1) the initial instructions are still very important.
2) In Lutris, add new game manually, then set the runner to Wine under the Game info tab.
3) Place the setup.exe in the executable box under the Game options tab.
4) Go to the System options when adding the game and scroll down to Enviornment variables add this Key and Value into this area.
5) If following instructions, it should go as normal. If needed to install out of default, there's some trick we need to do.
5a) Because I install my games outside of the default drive, changing the folder location during setup actually failed, as the confirm button never lit up outside of default. So, instead, I slowly typed out the location I was aiming for, without changing the last two folders of the install (that being the Squeeze and the main folder the game is placed)
6) if al went well, it should install like the original instructions describe.
7) swap out the setup.exe file from the Game option section of the Lutris install process you just finished and swap it with the location of the actual .exe file. Noticed one pop up when launching, but after clicking on the left prompt, it got to title screen like a Windows install.
I originally installed with OP instructions on a VM, but found out that failed to boot in that way through Lutris or Wine, so found out this way instead.
I'm not an expert; this was a fluke.
Hope this helped someone out.