Ditto what bigpup wrote. But if you're not using MikeWalsh's portable-wine 5.11 available from here, https://www.forum.puppylinux.com/viewto ... 191#p68191 I strongly recommend that you uninstall whatever version you now have and use it instead.
It does not install. You download the tar.xz, Right-Click, select either UExtract or pExtract, then move the extracted Wine_5.11-portable64 folder next to the folder where you'll find the Puppy system files, e.g. puppy_fossapup64_9.5.sfs; or the top of Puppy's partition if it is not in a folder.
Inside the Wine_5.11-portable64 folder you'll find a script named Wine-Link. With internet access established, Left-click that script. It will create the Wine-prefix within the portable folder and while doing so offer to install Mono and another application relating to internet (neither of which are essential nor used by the programs I run).
Once the Wine-prefix is created, Left-Click the menuadd script.
The above procedure usually is sufficient to create an association between Wine and an exe so that Left-Clicking an exe will run the the program. If it doesn't, Right-Click the exec and from the pop-up menu select Set Run Action. The following GUI will appear:

- Set Run Action.png (41.63 KiB) Viewed 744 times
In front of the "$@" type wine32 for 32-bit programs; wine64 for 64-bit programs.
See this thread about creating menu entries, https://oldforum.puppylinux.com/viewtop ... 96#p979566, including my post which follows the OP. Note that the thread related to using a different (older) build of portable wine which required the command 'wine.sh' to start programs. MikeWalsh's portable doesn't; the command(s) are as noted above. Otherwise those posts accurately explain how to create menu entries running MikeWalsh's portable.