You will need one of these dlls files (dlls32 for 32 bits version, dlls64 for the 64 bits version) :
Available files for version 0.91.9
32 bits : pure asm version, or 64 bits : pure C/C++, make your choice
Windows 32 bits binary (2.0 Mb)
Windows 64 bits binary (2.1 Mb)
Source archives on github
Old neoraine, look there
And there was an osx build when osx was great, now it's discontinued !
From now on you can find the data files history.dat, hiscore.dat and command.dat in the Extras section.
For linux, here are the files for Arch. If using another distrib you can try the package which is a tar.xz file, run it from a terminal and install all the shared libs it won't find when running it. If you don't know how to do that, just forget it then !
The PKGBUILD file allows to build it using makepkg, just place it in an empty directory, type makepkg -si, and voila, you should get an installed binary package in the end. Notice that the 32 bits version requires some packages from Aur, the 64 bits version is standard. Or you can download the tar.xz file and install it using pacman -U. The packages are not signed, so you might want to set siglevel in pacman.conf to optional. And the 32 bits package requires multilib to be enabled in pacman.conf of course !
For the 32 bits binary full of asm (default) :
You can also compile raine from source, but the docs for that are still about the old versions < 0.50.0. Basically the changes in 0.50.0 are that you don't need allegro anymore (except if you want to build the savegame converter), and you need SDL_image and SDL_ttf. Here is a short guide about what you will need for that.
Logiqx has also some notes about compiling raine32.