Where is my "Windows" or "C:/" folder?

Totally new here. First thing I tried to do was install a non-steam game, from a standalone setup.exe file meant for Windows using Wine.

When it came to the point I had to choose where to install it, it showed my Linux directory as the "Z:/" drive...and also told me there isn't enough space there to install the game, even though I've moved hundreds of gigabytes in this so-called "Z:/" drive where the file manager defaults to.

So I chose what this installer's file browser recognized as a "C:/" drive (this computer has only one drive to begin with) and installed it in some "Windows" folder there. The issue now is, the update.exe files can't find where this game installation is unlike how it can on Windows, and neither can I do so manually. Even assuming this just won't work in general, I want to at least find a way to uninstall/delete the files if it doesn't work and clear myself 7 GB or so of data.
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