How to get MIDI output from a Windows application via Wine

I develop a windows application and am curious whether it works via Wine. The application runs fine with Wine but I get no sound. In fact, I'm not sure whether my ubuntu installation has MIDI capabilities. The sound output settings shows "LFE on Separate Mono Output" one with "no amplifier" and another with "amplifier". They both function. I am using Ubuntu 12.04 as a client on virtualbox that runs on windows 7.

Thanks for any suggestion!

EDIT: virtual box hosted by windows 7, ubuntu running as a client in virtualbox.

A simple suggestion: Try installing Timidity, which should provide your Ubuntu with a MIDI synthesizer, enabling it to play MIDI output.