Though out of the box installation of this game does include the winmm wrapper for playing music from .ogg files, it is only working partially. It only plays one track and stops. Also you if go to menu screen, the menu music starts playing but when you go back to the game, it does not resume the in-game music.

After searching through google i found this:

sourceforge .net/projects/dxwnd/ (remove the space before .net, can not post links).

What i did is:

1) from the downloaded archive copy to the "path to game\bin" folder these files: dxwplay.dll, libogg.dll, libvorbis.dll, libvorbisfile.dll;

2) from the downloaded archive "vcda" folder copy to the "path to game\bin" (make backups) folder these files: winmm.dll and winmm.ini (you can adjust music volume in the ini file, i found 60 to be the sweet spot).

Fixed music for me.