This worked out much easier than expected:
- Created empty bottle (Windows XP).
- Installed MSXML 3.0 on it.
- Installed Direct3D Legacy on it.
- Installed game from DVD.
- Applied 1.74 patch.
- Set fullscreen=0 in CivilizationIV.ini
(which resides under "[linux-home aka ~]/Documents/My Games//Sid Meier's Civilization 4") - Started the game - worked nearly perfect, but mouse scrolling did not work (i.e. if mousepointer comes to window edge, no scrolling).
- Set fullscreen in the game's options and restarted the game - everything works - even mouse scrolling 😊