Playing on Mac or Linux
To play Megaman Maker on MacOS and Linux, first you need to download Wine.
Wine is a compatibility layer that allows you to run Windows software on Mac and Linux. Given that it’s open-source and has no help from Microsoft, it’s amazing it works as well as it does. However, Wine is an incomplete product and is not perfect. Games may fail to run or you may experience bugs when running them under Wine. You may need to do some tweaking to get games working properly, and they may break after Wine updates. Some games — especially newer ones — won’t run no matter what you do.
Wine is ideal only when you’re running one of the few games it properly supports, so you may want to research it ahead of time. Don’t use Wine expecting it to run any Windows program you throw at it without bugs or tweaking.
First and foremost, use wine to install DirectX 9.0, it is very important to run the game. Then use it to run Megaman Maker's executable.
Another method is to install a virtual machine with a windows OS. Works for both MacOS and Linux.