The first thing you need to do is start winecfg in the bottle you have F.E.A.R. installed to, go to the audio tab and change "Hardware acceleration" from "Full" to "Emulation". Additionally some versions may not install the codecs it needs (notably happened to my copy from Steam), locate a file called WMFADist.exe that came with your copy of F.E.A.R. (mine was in Steam/steamapps/common/fear ultimate shooter edition) and run that in the bottle you have F.E.A.R. installed to, and it should install the required codecs.
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