The library has Common Lisp interface, cl-sap
Source code is available on Github.
Usage example:
(defparameter *url* "http://example.com/music.mp3")
(defparameter *player*
  (make-instance 'cl-sap:simple-audio-player
                 :autoplay t
                 :callback (lambda (sap state)
                             (declare (ignore sap))
                             (format t "New state: ~:(~a~)~%" state))))
;; Initialize COM runtime on current thread
(cl-sap:sap-init-com)
;; set player source.  :autoplay initarg forces player to start playback automatically on successful media opening
(setf (cl-sap:sap-source *player*) *url*)
;; observe "New state: Playing" on stdout and listen the audio
;; ...wait for audio playback completion
(cl-sap:sap-wait *player*)