http://bugs.winehq.org/show_bug.cgi?id=12679
--- Comment #10 from Edwin Smulders edwin.smulders@gmail.com 2008-05-27 02:03:30 --- (In reply to comment #1)
It does install OpenAL32.dll in the game directory but it doesn't seem to be the right one. If you replace it with the one downloaded from http://schmatzler.de/openal32.dll sounds works, but very low quality. Annoying none the less.
Also neither seem to produce any messages, so wine seems oblivious to the problem.
I can confirm that the dll is installed and that replacing it with the one from that link does give better sound.