As any good programmer knows, the DLLs that the game needs must be called by the game's executable. This means that their name is in it! But how to reach them? Simple: a hex editor (one that is able to interpret the code and shows you in ANSII (common letters)).
A good hex editor for Mac is the Hex Fiend. You just need to search for dll in ANSII mode and find the name of the DLLs.
Then you say: "I know the DLL. So what?". Now go to this page:
http://www.kegel.com/wine/winetricks
Put ⌘ + F and search for the variable name (without the .dll). It should be into some field, for example, if you look at the xlive DLL, this will be the result of the search:
That means you have to install the gfw winetrick, because this is the word that follows w_metadata in the first line of this part.
If there aren't results, then it can't be put by winetricks, and that complicate the things. There are other ways to put them, but sometimes that's not possible, being necessary to find a replacement library.
The Content of this post can also be reclaimed by those who use Wine on Linux, so it becomes easier to discover what it needs to make it run on Linux.