Unfortunately most of the time even running maleware in wine is not able to infect your system. It is possible but the market rather tends towards focusing Windows operating systems and flaws. But the rise of Steam Decks and Proton will most certainly bring people writing maleware which will try to detect if it is run in a wine environment and switch behavior. Just as there is maleware detecting if it runs in a VM and tries to escape.
Install random .exe via wine
Unfortunately most of the time even running maleware in wine is not able to infect your system. It is possible but the market rather tends towards focusing Windows operating systems and flaws. But the rise of Steam Decks and Proton will most certainly bring people writing maleware which will try to detect if it is run in a wine environment and switch behavior. Just as there is maleware detecting if it runs in a VM and tries to escape.