I'm using Kubuntu 16.10 64-bit and can compile with VST support without problems using wine-stable 1.8 from Ubuntu repositories. It seems not possible to compile when Wine is either:

• wine-development 1.9 from Ubuntu repositories
• wine-devel 2.0 from Wine repositories

In both cases I installed 64 bit and also 32 bit packages.

I removed CMakeCache.txt before running cmake. cmake .. output:

-- Could NOT find Wine (missing: WINE_LIBRARIES WINE_INCLUDE_DIRS)

Wine development files are located at /opt/wine-devel/include/wine/windows.
Wine libraries are located at /opt/wine-devel/lib and /opt/wine-devel/lib64.