Rollarcoaster Tycoon's installer uses a different capitalization convention for the the files than the program.
Windows will initially look for matched capitalization then look for mismatched causing this not to be an issue. Wine, however does not do this. This results in a file not found error on loading levels.
If this is fixed, this and other programs with this issue will work.
As a note, the exact order of looking through mismatched capitalization has not been tested, but this program is not one of those cases.