http://bugs.winehq.org/show_bug.cgi?id=30143
--- Comment #1 from Andrew Eikum aeikum@codeweavers.com 2012-03-12 09:32:55 CDT --- This is a device selection issue. It seems to just choose whatever device is the last returned from DirectSoundEnumerate(). On my machine, that's the digital output device, which is unused.
If I go into the game's audio options and select either Primary Sound Device or "default" (both of which are actually ALSA's "default" device), then sound works in game. Sound still does _not_ work during the menus with this setup.
So, I wonder why it chooses the wrong device. I'll investigate its behavior on Windows a little bit.