Unreal Tournament 2004 is untested in Wine because it already comes with a bundled native Linux cilent - both x86 and x86_64. All you have to do to install the game is insert Disc 1, mount the CD and run the installer script:
sh /cdrom/linux-installer.sh
From there, just follow the on-screen prompts and I suggest clicking on View Readme before installing because it has some imporant information. After that, you should have UT2004 installed in /usr/local/games/unrealtournament (or wherever you choose) and a menu item in your KDE/Gnome menu. But even if you don't get the menu item, the game is playable by running 'ut2004'.
It's also recommended that you check out various forums and linux gaming sites to make sure your 3D graphics card:
- has the right drivers
- has glx support
- is configured properly for gaming in X
On my system, it runs even better than on Windows at a higher resolution (1280x1024 with almost full detail using a GeForce FX 5500 AGP card).