D3DX11 is not part of D3D11 but a separate library which is available through winetricks, see #544.
Thanks for correcting the newbie mistake. The application goes further now, although not much. I have no evidence that it is a dxvk bug.
I was able to run Number One/Another One with dxvk 1.4.3 on wine-4.17 (Staging) after installing d3dx11_43 and d3dcompiler_43 with winetricks.
Nothing extracted yet.
I tried to run the demo from http://www.pouet.net/prod.php?which=77399 (download link on the page) with Wine-staging as of 2018-08-10 and dxvk 0.65.
The demo crashes soon after startup because of a call do D3DX11PreprocessShaderFromMemory that is apparently not implemented. Is this something that needs to be added to DXVK?
Software information
http://www.pouet.net/prod.php?which=77399
System information