Always tell us which Puppy. Be specific. Which of the dozens of Slacko Puppys are you referring to?
If it's a 32-bit*, you're probably right. This may be a 'easy one'. You may only need the wine-extra's pet version2013 published somewhere. But uploading it from my storage is easier than searching for it.
Did you configure wine? i.e. open a terminal and type wine.cfg. IIRC, after installing the pet you can configure wine by using the menu entry for that.
The pet only creates menu entries for wine's builtin applications, e.g. winefile.
If you need menu entries for other applications running under wine, including portable xp-programs, ask. My post on the old forum detailing how to create them has been truncated during the transition. Mike Walsh's post about how to create menu entries in general is here, https://forum.puppylinux.com/viewtopic.php?t=3420
Short version specifically for running Window programs under Wine. Place a text file with an appropriate name in /usr/share/applications ending with the suffice '.desktop', e.g. my-program.desktop. Use this template, changed to provide specifics
[Desktop Entry]
Encoding=UTF-8
Name=name-to-appear-on-menu
Icon=/usr/share/pixmaps/your-choice.png
Comment=whatever floats your boat
Exec=wine /FULL-PATH-TO-LOCATIONS-OF-EXE/MY-PROGRAM.exe
Terminal=false
Type=Application
Categories=OPEN A DESKTOP FILE APPEARING IN THE SUBMENU YOU WANT AND COPY ITS ARGUMENT
GenericName=not needed
By the way, if we knew which Slacko you are running we may be able to point you to a version of find'n'run or --my preference-- appfinder.
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* If your Slacko is a 64-bit OS, you'll need to download, then sfs-load its 32-bit compatibility SFS, open a terminal and type 'ldconfig'; Reboot, Saving before running wine.cfg in a terminal to configure wine.