I am running the game on my Linux Mint desktop using playonlinux (wine). Installing the game works all fine but there was no music playing. I have found a fix and as this seems a common issue I figured it would be a good idea to write it down here in case someone in the future will have the same issue.

You need to also install winetricks.

After installing the game open it in playonlinux and choose configure > diverse and open a shell from there. Install directmusic dsdmo via e.g.

winetricks -q directmusic

Afterwards set

winetricks sound=alsa

This did the trick for me.