I don’t know anything about this but it could be useful, I think. From the Bugs mailing list, David Stivers writes:

I [Stivers] have figured out how to run WinBUGS using R2WinBUGS and cxoffice under Linux. The problem is that cxoffice does not have a “winepath” script included with it. Probably the best thing would be to simply copy the winepath script from a WINE installation and port to cxoffice, but here’s my naive solution. YMMV. No refunds available.

1)
create a file, called say “winepath.sh” with following contents in your cxoffice bin directory (the command “which cxsetup” will help you find it)

#!/bin/sh
wine –wl-app winepath $*

Be sure to make it executable (chmod +x winepath.sh )

Assuming that data, inits and parameters are set up properly
2)
require(R2WinBUGS)
bugs.1 = bugs(data, inits, parameters,
model.file = “/home/stiv/model1.bug”, # Linux path
WINE = “/home/stiv/cxoffice/bin/wine”, # use your own path!
WINEPATH = “/home/stiv/cxoffice/bin/winepath.sh”, # use your own path!
bugs.directory = “/path/to/WinBUGS/in/Linux/file/system”, # Linux path
working.directory = “/home/stiv”, # Linux path
debug = TRUE)