WannaCry is believed to use the EternalBlue exploit, which was developed by the U.S. National Security Agency (NSA)to attack computers running Microsoft Windows operating systems.
I do get that one wants to be careful when it comes to viruses, but just outright not believing others without doing your own research is just as harmful as blindly believing in something. If you don't have precautions against websites running malicious code (e.g. ublock origin), you're already treading on dangerous ground regardless. Doubly so if you don't make snapshots.
If you really want to be paranoid you can also click the link inside a USB image, or a sandbox.
I would however advise doing research on winehq.org if you are running Linux, since it's generally a good resource for running Windows apps.
It's just to WineHQ's AppDb, it just describes how well stuff works with Wine. It's similar to the newer ProtonDB. Someone tested the WannaCry/WannaCrypt malware with Wine for the hell of it.