For the first errors it could be that there is a cripple wine configuration in your home directory.
If there is a .wine directory in your home folder delete or rename it and retry running winecfg and post the output again if you like.
Getting the error when running as root in a console is normal as far as I know seeing root does not have a X session open so the winecfg dialog can't be opened.
Cheers,
wj
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