If you're pirating, don't use those lutris install scripts, they download directly from the original source like Steam or GOG.
Instead add a game on Lutris by clicking the + button, tell it to install from an executable (.exe), give it a title (if it corresponds to the name on lutris.net, it will download the cover art for you), pick a folder (which by default will be a new wine prefix folder just for this game), select the installer. Proceed as if you were on windows, exit after finishing installation so lutris will know you're done installing. Your game will be ready to double click :)
Nope everything usually just works, wine-mono takes care of .NET stuff. Take a look at the optional dependencies for wine (archlinux example), many of those lib32 libraries may be needed.
Cutting edge game-specific fixes that are not yet on normal system wine (especially for a stable distribution with an older wine package) might be on wine-ge that you can install from Lutris, and optionally use for a game or set as the default runner for all new games.