It works on Linux, but Wine on macOS can't support DX11 games, because macOS has crippled outdated OpenGL. You should use Linux, where Wine can use OpenGL fully, since it needs many features of OpenGL up until 4.5 to support D3D11, and macOS is limited to 4.1 and lower only.

macOS doesn't support Vulkan either, so DX12 and Vulkan based Windows games won't work there in Wine as well (while they can work in Wine on Linux).

TL;DR: Linux is a much better option for gaming in Wine than macOS.