I have been trying to use Wine 5.0 for MacOS 10.15.7 to install https://www.fightcade.com/
After installing the Exe and open the application, it starts to boot up and then it says this:

I think it has something to do with not having permissions to create a directory folder upon starting the application.
If anyone can give me a clue on what to do, I would be forever grateful.
Thanks!