As of version 15.0, CrossOver no longer uses this library. This article left in place for reference only.
Wine needs this library in order for Windows applications to bring up a graphical user interface. In other words, without it Windows applications will not work.
CrossOver 12 to 14 shipped its own libxcb library so you can normally ignore this issue, even if cxdiag reports it when run manually. You should not be getting this warning from CrossOver's GUI tools however.
CrossOver no longer uses this library (and cxdiag won't check for it) as of 15.0.
We're rebels. We're misfits. But mostly, we're software liberators. And we're very, very good at what we do. We have to be. Lots of developers work with open source, but only a tiny fraction of those are good enough to get software that was designed for one platform to work on another one. We invented CrossOver software - a unique approach to cross-platform compatibility that does not require dual-boot or another OS license. We launched PortJump to help app and game developers broaden their market beyond Windows® users. And we launched ExecMode to help organizations solve really ugly technical challenges.