Yes, this can be a problem with Wine and PlayOnLinux.
You can make sure the CD ROM drive is mounting by going to:
- Configure
- Wine Tab
- Wine Configuration
- Drives Tab
If you don't see a D: or E: drive, try adding it and configuring as a ROM drive.
Then try Tony Hawk again. Also, make sure you are using PlayOnLinux 4.2.12 and a newer version of Wine like Wine 3.0 or 3.6