Being on Windows is a major limitation in Haskell audio. Most packages are bindings to C code, and they are usually Linux-oriented (JACK, Alsa) or, at best, nominally cross-platform, but in practice they are difficult to create and use on Windows. Before setting up the Haskell binding, you will need to create or install the C library.
Have you tried OpenAL ? This is probably the most suitable for what you want to do. If you are installing the OpenAL C libraries , Haskell binding should be a fairly simple next step. There are several additional modules that are designed to simplify some common tasks, such as ALUT and Alure.
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