Other files are included in the downloaded.
Installation entails dragging 'd3d11.dll' and 'd3dcompiler_46e.dll' into this Skyrim Special Edition folder, which auto generates an enblocal.ini and an enbseries.ini when launched. ENB is more similar to SKSE64 than other mods, as it is installed to ~/Steam/steamapps/common/Skyrim Special Edition instead of ~/Steam/steamapps/common/Skyrim Special Edition/Data. The problem arises when trying to use ENB, a graphics mod that essentially replaces Skyrim special edition's native post-processing. Same goes for SKSE with any combination of typical mods.
When launched with just SKSE, things run absolutely perfectly. This requires a special version of wine which is detailed below. I have installed Skyrim Script Extender 64 and as such launch the game via skse64_loader.exe. Skyrim Special Edition being played via WineSteam on Lutris.