I am running WSUS Offline Update - an independent software that downloads updates for Microsoft's products from Microsoft WSUS servers. I'm running it under Wine on Ubuntu Linux. Normally ISO images that the software creates should be in the iso directory which is in the application directory, but they are not there. Where does Wine put them?
Have a look in
.wine/drive_c in your home directory, which is visible to applications running under Wine.
And if you can, try to figure out exactly where the Windows program is saving things, relative to wine's virtualized filesystem. c:/ is in ~/.wine/drive_c, while z:/ is an alias for / on your Linux filesystem.