In order to run renegade x on linux, use playonlinux. Before you start the installation, go to "manage wine versions" menu and install a newer version of wine. Notice that you may have to try a few wine versions.
Click on install, then to install a non listed program.
Tick all of the possibilities (use another version of wine, configure wine, install libraries).
Select your wine, which you have installed before (for example 1.6rc5).
Select 32 bit windows installation.
At the configuring wine menu, select graphics and emulate a virtual desktop with your desired resolution.
At the libraries select only dotnet40 and nothing else.
Then browse the setup file from your computer.
You should install it to the default path and do not start the game after the installation.
After this, make a shortcut from udk.exe and you can run the game.
I havent tested it for a long time, but I started the game, and it is running. You may have to install more libraries after the installation (directx9 and d3d) and turn off the desktop emulation.
Be aware, you may get some freezes, use ctrl+alt+del (which is a logout hotkey in linux) or ctrl+alt+f1 (which is a command line terminal).
