Not really. The engine battery is going to be a starting battery, and regardless of what type they have for an aux it's still going to be pretty much wired the same way.
The only real wiring question is which battery to connect the winch to.
Actually, if you have a starting battery (high current, lower reserve) and a deep cycle (low current, higher reserve), running a winch off both is bad for the deep cycle - it's physical construction makes it more susceptible to high-current draw failure.
Ideally if you were using a winch often, or you wanted extreme redundancy, you would have a starting battery, a 2nd 'starter' battery (for the winch), and a deep cycle (for fridge and other stuff). That would allow you to run all your electronics, have a good high-current 2nd battery to run the winch when it was under full load, and also have a dedicated starting battery. Of course, getting all that to charge, isolate, combine, etc easily might get complicated
An ideal real-life situation (in my opinion) is to use your starting battery for starting + winching, and have an isolated deep-cycle battery for running your electronics. It won't unnecessarily hurt your deep cycle, and give you alternator+battery power for your winch if you need it. If you ever end up in a critical situation where you can't start your truck, the deep cycle will start it (assuming it's charged), you'll just likely reduce it's lifespan. An easy trade-off if you are in the middle of nowhere and need to start your truck
just my 12 cents