This is a more detailed tutorial of the brief description outlined on WineDB.
In order to run GrandMA3 in Wine, you will need the GrandMA3 Windows installer (I have tested versions 1.9 through 2.3 as of writing), as well as a working install of wine-staging and a build environment to compile wine from scratch!
Follow the official documentation for building wine to grab the source code.
Once you have downloaded the source code, "disable" the WinVerifyTrust function by applying the following patch: