This library lets Windows applications capture and play audio using the ALSA sound system. It can also be used to interface with MIDI peripherals and play MIDI sound tracks.
However nowadays Linux distributions use PulseAudio instead so if you have CrossOver 15 or greater you should make sure you have libpulse instead.
This issue is in fact a duplicate of the Missing libasound.so.2 library for MIDI support one so simply follow the instructions on that page.