This is two questions. First, the .deb file you installed has "nautilus" as one of its requirements. I can confirm this, because I had to install the gnome runtime stuff and Nautilus in order to get it to install.
Secondly, unless you reconfigured your system's default window explorer, you are using Thunar. This is because doing apt-get install nautilus generally will not reassign the default to Nautilus.
Having Nautilus and Thunar alongside each other isnt a negative thing either, you can do that without negative consequences (I run Dolphin (KDE) and Nautilus (GNOME) on the same system, because sometimes I use KDE, and neither resets the default of the other unless i'm in the other's DE)
If you want to change the special folder icons (xdg user directories), you'll have to change them by making a custom theme. They are set to a specific name which is provided by the theme, and based on which folders are set as your Music, Documents, Videos, etc… folders.
To set a custom icon name to use from the theme, for the ~/.wine/drive_c folder for example, you can run the following in a terminal:
gvfs-set-attribute ~/.wine/drive_c metadata::custom-icon-name folder-wine
This should make Nautilus use the folder-wine icon. However, this icon will not be used in GTK+ file selectors or other applications. To unset the custom icon name, you can run the following in a terminal:
gvfs-set-attribute -t unset ~/.wine/drive_c metadata::custom-icon-name folder-wine
Note, that if you've previously set a custom icon on the file, within Nautilus directly, you'll have to unset that icon. You can do this by opening the properties dialog for that file in Nautilus, clicking on the button with the icon on it, and choosing "Revert" in the file chooser dialog which opens up.
Best Answer
You need at least Nautilus 3.16, currently not installed by default in Vivid nor Wily and in versions prior 3.16, you can't customize this behaviour.
To install the GNOME staging PPA with Nautilus 3.16, as described here, you need at least 15.04 Vivid Vervet.