The first step is Installing Steam as a Windows 10, 64-bit bottle in Crossover 23.0. Now with the Steam Bottle Installed, Install DirectX for Modern Games into the Steam Bottle, then perform an installation of Core Fonts, all of the above to be installed within the Steam Bottle are available with a quick search for Installing via their CrossTies. Now open steam and install the Steam Version of Max Payne. The new DirectX Support in Crossover 23.0 takes care of the prior incompatibility errors regarding no Direct X8 or Direct X9 being found.
And now you're done!