If you succeed in creating a PKG (even one that installs a Wine-wrapped EXE), follow these best practices for macOS:
There are a few methods to convert EXE to PKG, ranging from manual to automated processes. Here are some of the most common approaches: convert exe to pkg
Enterprise Wrapping / MDM Distribution
If you are looking for practical documentation on how to achieve this for deployment (e.g., via MDM like Jamf or Intune), these are the standard "white paper" style methodologies: : If you succeed in creating a PKG (even