There is no need to download an installer for Notepad++. Simply search up Notepad++ in the crossover app and click install. It is relatively fast installing. All you need to do is read the terms and conditions and then keep clicking next. Once it has finished it will launch.
There is a good chance that when it launches it will tell you there is an update available. This is simply because the app doesn't have the latest installer, not because the latest one doesn't work properly on crossover. Just click yes when it asks you if you would like to update.
I wrote this when version 7.5.6 had just come out so that is the latest version I can confirm works.
Overall the installation is exactly the same as on Windows except you don't need to get the installation file yourself. It is very quick and hassle free.