Here is a little technique that can fix a number of audio and graphics issues in Bethesda's Elder Scrolls and Fallout Games. I term it, "The Bethesda Audio Override". Here are the steps to it.
The following works after installing the game either with Steam or with the GOG version of the game. With the Steam Version, you should use the wine configuration for Steam. With the GOG.com or the disc version, use the wine configuration for the game itself.
Now, inside the Wine Configuration for either Steam or the Game, enter the "libraries" tab and add the following files to fix the dependencies that may have failed to install. Enter in or copy and past all four files in from here.
x3daudio1_6
x3daudio1_7
xaudio2_6
xaudio2_7
After this is done. Click "Apply", and leave the wine configuration menu.