I had the same issue when I first downloaded it.
- If you don’t already have it, download Wine Winery. If you have it, make sure you have the most updated version.
- After installing, Show Package Contents of the Pokemon Insurgence app and open Wineskin.
- Go to Advanced, then Tools, and click “Update Wrapper”.
- Open Wine Winery and add the engine “WS9Wine2.12”.
- Go back to Wineskin, Advanced, Tools, and click “Change Engine Used”. Change it to WS9Wine2.12.
This is what I did to fix my issue.