That depends on which WINE version you've got it running with.
If it's an older one (up to 0.9.16) that still uses Mozilla ActiveX then you just need to put this site's IP address into your hosts file (or any other address if you want) and the status bar will display.
If you're running a newer version that doesn't work anymore.
The gecko engine that's replacing Mozilla ActiveX currently isn't working with the status bar, wich is basically an embedded html page.
To make winmx run at all you need to override certain libraries thus disabling html embedding.
AFAIK there's no way to make it display anything or change the color or anything - sorry...
IMO that's a small price to pay to get an otherwise fully functional winmx under Linux though