PCLinuxOS is a very "self-contained" distro, and while it has a large package repository that the user can access it does not come with a default tool that one can use to install packages that are outside the PCLinuxOS repositories. In other words, you can't install Crossover with the Synaptic Package manager in PCLinuxOS.
That said, PCLinuxOS is an rpm-based distro, and users with at least a little experience using the Terminal can install Crossover from the .rpm package via the following command:
$ rpm -ivh crossover-pro-9.2.0-1.i386.rpm
(even if you have no terminal experience, this is a good opportunity to learn!)
You can also install Kpackagekit (a graphical package installation tool) from Synaptic, and then use Kpackagekit to install Crossover from the rpm (though using rpm commands in a terminal is much faster)
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.