Select the "Install Software..." option. Set the application to be installed to Unsupported Applications -> Community Supported Applications -> Command & Conquer 3: Tiberium Wars. Select the CD for the installer, in Ubuntu it appears as /media/RA3. Select the Bottle you want to use. Click Proceed.
Run the various installers that appear, note that the Red Alert 3 installer will wait for a long time at the "Copying" Step, but after about 30-60 minutes it will finish. When the last dialog box appears untick the "Install EA Download Manager" option.
When the Installer has finished Install Runtime Support Components -> DirectX 9.
You may want to set the Control Panel -> Wine Configuration Graphics option to Emulate a virtual desktop, I use 1024x768 and it runs nicely.
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