I just wanted to post in conclusion to this thread that I have had success
running WinBUGS from R via R2WinBUGS, with the help of Gorjanc, Uwe, and Ben
by email outside of this thread.

I may have had a permissions problem, that was probably corrected by
entering this in the terminal:

m...@computer:~$ chmod -R u+w /home/me/.wine/drive_c/"Program
Files"/WinBUGS14/

>From here, I opened R, entered library(R2WinBUGS), then ?bugs, then
copy/pasted the example, and ran it exactly.

My mistake that prevented it all from running was that I started R as sudo
R, thinking that would give me more permissions, because I thought I was
having permissions-oriented problems.  But this is wrong.  When I started R
by merely entering R in the terminal, the example code ran perfectly. 
Success!  Winepaths did not have to be specified because WinBUGS was
installed in the usual place (c:/Program Files/WinBUGS14/").

Other people have emailed me, indicating that newer versions of WINE have
not worked for them, so I am back with WINE 1.0.  I hope this helps others
trying to run WinBUGS on Linux.
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