Happy to oblige :P You know, now that you've mentioned that, it only just occurred to me that winedbg is probably mostly used for Wine-related debugging, not debugging things that happen to run in Wine!
Sorta. Winedbg mostly exists because most native debuggers won't have support for the situation Wine creates (Windows PE files with a non-native memory layout co-existing with native libraries). Just turns out that debugging Windows software in Wine is not a very common usecase outside of Wine dev :)