Then Jack is not running, or is not set up correctly and communicating with the audio device in question.
Jack server should be started and running, and connected through Pulse. Make sure you can, say, get audio through Jack -> Pulseaudio and out of your speakers before trying it through Wine. If it works, and the jack server is up and running and playing through your interface, then WineASIO will work fine.
You also need to have rt priority enabled in qjackctl. Get it working natively and WineASIO should work with no problems. There are 4 checks when install WineASIO through POL's Install Components tab, and as long as it installs with no errors, you have everything you need set up. What hardware do you have for an audio interface? Does it work without jack? Does it work without Jack through Wine? If so, then get jack working natively with like, your web browser or something, and then if that works, move to setting up WineASIO. Usually when I see this error, the Jack server has not been started, is not set up correctly, or is pointed toward an audio device that is not hooked up (like for me, my m-audio interface goes places, so sometimes I forget to plug it in before starting Jack and all of that.).