This take a bit of scripting knowledge, or programming if you want to completely replace them.
If you look inside the wrapper at Contents/Resources there is a folder called WineskinMenuScripts
You can name them in the same pattern you see the default ones there... make new ones, or change ones there. For this, I'll just assume you edit the one called "AppEntry1--Wineskin Website" which is what shows up under the main App drop down menu.
Change the name of it to "AppEntry1--Launch Editor" (or whatever you want to name it, the text after the double dash is what is listed in the menu).
Then right click the file and Open With Textedit.app
Don't touch the first 5 lines, just leave them as is. Delete the line that says... open "http://wineskin.doh123.com/"
Only 1 line is needed to launch what you want (and its Wineskin, not wineskin, or it won't work)
Wineskin "$WINEPREFIX/drive_c/Program Files/MyProgramFolder/MyProgram.exe"
after that line, just save and close it... and when you select that menu item next time you run it, it should run the exe. You do have to do the full path and exe file in quotes just like that after using the Wineskin command, so just change the "/MyProgramFolder/MyProgram.exe" or whatever you need so that its actually your exe file.