Before the installation is finished, there will be some runtime errors. Just click through these as they don't appear to impact the game in any way.
Make sure that all the 32-bit libraries are installed that Crossover and the game depend on. look under "Help>System" for any dependencies that are marked as "Reccomend". For additional information on dependencies, look at https://maximumhoyt.blogspot.com/2019/10/install-codeweavers-crossover-on-mageia.html and https://maximumhoyt.blogspot.com/2019/11/creating-task-rpms-for-mageia.html