Just the first few levels so far. (it was a task in itself to get this working on Wine, lemme tell ya!) But man these controls are positively archaic. Even compared to previous Lemmings games there's something so... quaint about tapping the control button to zoom in, for example, or using the right mouse button to increase and left mouse button to decrease the release rate.
Have you played Lemmings 3D? If not - wait until you experience its camera controls. (It's a great game overall, for sure - even if the official levels don't really take full advantage of its potential - but the camera controls are very awkward...)
I had the playstation version. It's not quite as demented but I needed to spend some time getting them set up and getting used to them. I downloaded the dos version from the link in your signature, it's a bit tougher to get used to tbh. But not entirely unintuitive.