Open the application Winetricks (it's installed during the wine installation as a default) then select;
'Select the default wineprefix' (i.e. the wine program that EPW will run on) and then 'Install a windows DLL or component'. Keep on scrolling till you find IE7 and then install it.
That should give you icons.
Although, there are some other dependencies for running EPW smoothly through Wine, but that depends on your system. I used to know them, but it's been so long since I've had a working version of EPW on Ubuntu.
If you have two PCs (one with Windows) always have a spare EPW on there, for a back-up. I'm having trouble playing on the latest version of Ubuntu (14.10) and I am debating upgrading to 15.04 Alpha 1 to see if there's any difference.