Sound doesn't work on any version (demo, download or physical) I have tested. I have only done basic testing and not changed any configuration settings for either the game or Crossover yet, but I'll be looking into the problem and posting more information later.
EDIT: This issue is most likely related to the fact that I'm using Ubuntu 8.04 with PulseAudio (not a Crossover/wine issue). I'll post more details on what is needed to get around this problem (or a link that gives that info) later.