I just downloaded mIRC v7.19 and the SSL installer, installed both on Ubuntu 10.10 and Wine 1.2.2, ran mIRC, typed /server efnet.xs4all.nl +6697 and mIRC connected on the first attempt without any issues. I didn't see any Ubuntu or Wine requests for any other DLLs or components. What is the exact message that you are seeing?
I tried on a fresh ubuntu 12.04 + latest wine version from repo + openssl from this website. I still can't get it working, the error message looks like "*** /server error ssl not available".