I've never used Lutris (or a guide), but it looks like it's just a front-end, and it still probably uses WINE "under the hood". But it might use its own WINE configuration or something /shrug
As for full screen vs. windowed, I get the best of both with "full screen windowed mode" (ie. windowed mode, but I adjust the resolution to fill the screen):
http://wiki.project1999.com/User_Interface_Enhancements