Well when I looked at it on steam it didn't even seem to use d3dcompiler out of the box. It seemed to use a d3dx9 dll (was Windows version by default), which I don't remember the exact name of right now, and when I set it to use wines own it then at that point also loaded d3dcompiler. I can find the name here later
It's a tool to help install some types of software in to a wine prefix and also some windows DLLs if the wine ones are buggy. There is a option for it in Heroic. Think in the specific games options
Ye if you go in to the settings of your game in Heroic then at the bottom you can select winetricks and then default prefix and Install a Windows DLL. If you are able to use protontricks on your Prefix then that should work too. The dll i was thinking of was d3dx9_35d3dx9_35