What happens when games like gta vc pc are emulated on Wine, is there something "bAd" going to happen ?

(I asked since a guy on IRC told me so, I managed to run GTA VC PC on Wine without hardly any configuration, took me a minute to figure how to run it : P , Now saves, graphics and sound are better than if I was on "XP" and its running (was) at 1280 * 800)