Is it possible to install Zuma with wine? And how?
Whenever you want to find the compatibility of a program with Wine: refer to this page.
It’s the official Wine Application Database and comes with it’s own search field. It will tell you what works, what may not work, what has not been tested yet and loads of other useful information. I searched Zuma for you, and this is the Wine page for Zuma. As for installing a program on Wine, here’s a basic tutorial on it (I do not mean to advertise by posting this, but it is much easier than reposting the entire tutorial into this post). If you need further help with Wine, check out there Wiki page.
Hope that helps. 
I managed to install Zuma, and after installatio I played it. But now, I dont know where is it, I tried with wine C:/Program\ Files/Zuma.exe
But nothing happened.
How to find it?
Usually, there is a folder before the file itself: C:/Program\ Files/Folder/Game.exe. If you ever installed Zuma on a Windows PC, do you know the name of the folder for the game that was created? If you do, try the path, plus the folder name, like in the example above. I do not know the name of folder myself because I need install the program before, but you can use Konqueror to search the Program Files folder and look for the Zuma folder. Sorry I couldn’t be more of a help because I need played Zuma. Feel free to post if you don’t find the folder: I’ll try to give a more detailed approached to finding it.
Also, try looking in your applications panel, because sometimes a Wine section will be there will all your Wine-installed programs. It is one of the easier ways to start a Wine program.
If someone figures out how specifically to install and load Zuma under wine, please post how. My mom had that game on her old Windows box, and it would be nice to put it on this one.
Okay, gives me the excuse to write a full walkthrough about it. 
Okay, the first thing you have to do is install Wine, which it seems like you already have installed, so I will skip that part. Now that you have Wine installed, put the Zuma CD into your computer. If you are using Gnome, open Nautilus, if KDE, Konqueror, and navigate to the directory that shows the Zuma CD. Once there, there should be something along the lines the of start.exe or install.exe. Right click on the file, and click Open with Other Application…. Click that and a new window will come up and at the bottom of that window will be Use a custom command expandable area. Click the horizontal arrow, and a new field will appear. In that field, enter wine. Once your done with that, click Open. Now Wine will run the installer for Zuma, just like in Windows.
Now that you have installed Zuma, you have to run the program through Wine. Open a terminal window and enter wine C:/Program\ Files/folder/game.exe, replacing folder/game.exe to the path of the Zuma game file. If you can’t find this, use Konqueror to search into the C:/Program Files folder. To install Konqueror, go to Install Software on your Computer menu (the right hand column) and wait for your repositories to load. Once they load, search Konqueror and then move it to the install side and accept. I like to use Konqueror for this because you don’t have to worry about the permissions of seeing the folder. Once you found the folder in the Program Files and the file itself that starts the game, use those in the wine command.
I hope that was more clear and helps you play Zuma on Linux.
As the others have already stated, you have to know the folder name your program was installed to (given that it is installed of course):
To make it more clear: open a file browser (i.e. Nautilus under GNOME or Konqueror under KDE), go to the directory representing C:\ (Nautilus: “Go” > “Location…”; Konqueror: use the location toolbar beneath the menu bar; then enter “~/.wine/drive_c/Program\ Files/” (without quotation marks)).
The other way is to use the terminal:
The terminal is more effective because there are no permission restrictions when you view as a root user. Open a terminal window and login as a root user using the su command. Next, type cd ~/.wine/drive_c/Program\ Files. Once you are in the Program Files directory, type the command dir. This will show you the folders in this directory. One of them should have a name similar to Zuma: for the sake of this walkthrough, let’s say it’s zuma-1.0 (NOTE: That may no be the correct name). Next you would type cd zuma-1.0 to move yourself inside the folder. Lastly, type dir again to see the files in this folder. Try to find a file that has the name start, or zuma, or another name that will hint it is the program itself. Once you found the folder and the file, type wine C:/Program\ Files/foldername/file.exe and then the program will start.
Although the terminal may seem harder because of the lack of interface, it’s one of the most reliable ways to do this.
when you install a game with wine, it usually puts an icon on the desktop so you can launch it with one-click 
zuma rules by the way, have you played any other popcap games (rocket mania, bejewled and my current favourite, Chuzzle)?
For me Unseen-Ghost’s way has always been the way I’ve installed Zuma since wine 0.9.5 came out. Something I’d like to add after you’ve gotten to start.exe or install.exe. if you want to install hit install.exe. This should put it into the Kmenu.
Kmenu>applications>wine
and that`s a YES but it is still wuth to look at the list for all other games