PulseAudio

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// Build with: gcc sound.c -o sound -lm -lpulse -lpulse-simple

#include <stdlib.h>
#include <pulse/simple.h>

#define SAMPLE_RATE  (44100)
#define CHANNELS     (2)

int main(int argc, char **argv) {
    static const pa_sample_spec streamFormat = {
        .format = PA_SAMPLE_S16LE,
        .rate = SAMPLE_RATE,
        .channels = CHANNELS,
    };

    pa_simple *device = pa_simple_new(NULL, NULL, PA_STREAM_PLAYBACK, NULL, 
            "playback", &streamFormat, NULL, NULL, NULL);

    while (1) {
        uint16_t buffer[1024];

        for (int i = 0; i < 512; i++) {
            buffer[i * 2 + 0] = rand();
            buffer[i * 2 + 1] = rand();
        }

        pa_simple_write(device, buffer, 1024, NULL);
    }

    pa_simple_drain(device, NULL);

    return 0;
}

ALSA

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#if 0
gcc $0 -o ${0%%.*} -lasound -lm
exit
#endif
#include <math.h>
#include <stdint.h>
#include <alsa/asoundlib.h>

#define SAMPLE_RATE  (48000)
#define CHANNELS     (2)
#define BUFFER_SIZE  (1000)

int main(void) {
    snd_pcm_t* pcm;
    snd_pcm_open(&pcm, "default", SND_PCM_STREAM_PLAYBACK, 0);
    snd_pcm_set_params(pcm,
                       SND_PCM_FORMAT_S16_LE,
                       SND_PCM_ACCESS_RW_INTERLEAVED,
                       CHANNELS,
                       SAMPLE_RATE,
                       1,
                       16667);

    int16_t buffer[BUFFER_SIZE];

    const float nfreq = (M_PI * 2.0) / (float) SAMPLE_RATE;
    const float vol   = (1 << 15) * 0.5;
    const float note  = 440.0;
    float ctr = 0.0;

    for(;;) {
        for(int i = 0; i < BUFFER_SIZE; i += 2) {
            buffer[i+0] = buffer[i+1] = vol * sinf(note * nfreq * ctr++);
        }
        snd_pcm_writei(pcm, buffer, BUFFER_SIZE / CHANNELS);
    }
}

SDL

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SDL_Init(... | SDL_INIT_AUDIO | ...);

int audioDevicesLength = SDL_GetNumAudioDevices(0);

SDL_AudioSpec desiredAudioFormat = {}, obtainedAudioFormat;
desiredAudioFormat.freq = 44100;
desiredAudioFormat.format = AUDIO_F32;
desiredAudioFormat.channels = 2;
desiredAudioFormat.samples = 4096;
desiredAudioFormat.callback = [] (void *userData, uint8_t *stream, int length) {
    for (int i = 0; i < length; i++) {
        stream[i] = rand();
    }
};

bool foundAudioDevice = false;

for (int i = 0; i < audioDevicesLength; i++) {
    SDL_AudioDeviceID audioDevice = SDL_OpenAudioDevice(SDL_GetAudioDeviceName(i, 0), 0, 
            &desiredAudioFormat, &obtainedAudioFormat, 0);
    if (!audioDevice) continue;
    SDL_PauseAudioDevice(audioDevice, 0);
    break;
}

Win32 MIDI

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#include <windows.h>
#include <stdint.h>

#pragma comment (lib, "winmm.lib")

/////////////////////////////////////////////////

#pragma pack(push, 1)

struct MIDIHeader {
    DWORD signature, size;
    WORD format, tracks, ticksPerQuarter;
};

struct MIDITrack {
    DWORD signature, length;
};

#pragma pack(pop)

struct MIDIPlayback {
    uint8_t *position, previousCommand;
    DWORD time;
};

DWORD MIDIReadVariable(uint8_t *&position) {
    DWORD value = 0;

    while (true) {
        uint32_t c = *position++;
        value = (value << 7) | (c & 0x7F);
        if (~c & 0x80) break;
    }

    return value;
}

DWORD MIDISwapEndian32(DWORD in) {
    return    ((in & 0xFF000000) >> 24) 
        | ((in & 0x00FF0000) >> 8)
        | ((in & 0x0000FF00) << 8)
        | ((in & 0x000000FF) << 24);
}

WORD MIDISwapEndian16(WORD in) {
    return    ((in & 0xFF00) >> 8)
        | ((in & 0x00FF) << 8);
}

void MIDISleep(DWORD time) {
    if (!time) return;

    uint64_t start, end, frequency;
    QueryPerformanceCounter((LARGE_INTEGER *) &start);
    QueryPerformanceFrequency((LARGE_INTEGER *) &frequency);

    while (true) {
        QueryPerformanceCounter((LARGE_INTEGER *) &end);
        if ((end - start) * 1000000 / frequency >= time) break;
    }
}

void MIDIPlay(HMIDIOUT midiOut, uint8_t *position) {
    MIDIHeader *header = (MIDIHeader *) position;
    position += sizeof(MIDIHeader);

    BYTE trackCount = MIDISwapEndian16(header->tracks);
    MIDIPlayback tracks[16] = {};

    for (int i = 0; i < trackCount; i++) {
        MIDITrack *track = (MIDITrack *) position;
        position += sizeof(MIDITrack);
        tracks[i].position = position;
        position += MIDISwapEndian32(track->length);
    }

    DWORD time = 0, clock = 500000;

    while (trackCount) {
        int next = -1;
        DWORD nextAbsolute = INT_MAX;

        for (int i = 0; i < trackCount; i++) {
            uint8_t *position = tracks[i].position;
            DWORD absolute = MIDIReadVariable(position) + tracks[i].time;

            if (absolute < nextAbsolute) {
                next = i;
                nextAbsolute = absolute;
            }
        }

        MIDIPlayback *track = tracks + next;

        DWORD delta = MIDIReadVariable(track->position);
        MIDISleep(clock / MIDISwapEndian16(header->ticksPerQuarter) * (delta + track->time - time));
        time = (track->time += delta);

        DWORD command = *track->position++;

        if (~command & 0x80) {
            command = track->previousCommand;
            track->position--;
        } else {
            track->previousCommand = command;
        }

        if ((command & 0xF0) != 0xF0) {
            DWORD data1 = *track->position++, data2 = 0;

            if ((command & 0xF0) != 0xC0 && (command & 0xF0) != 0xD0) {
                data2 = *track->position++;
            }

            midiOutShortMsg(midiOut, command | (data1 << 8) | (data2 << 16));
        } else if (command == 0xFF) {
            command = *track->position++;

            if (command == 0x2F) {
                trackCount--;
                tracks[next] = tracks[trackCount];
            } else if (command == 0x51) {
                BYTE length = *track->position++;
                DWORD b1 = *track->position++, b2 = *track->position++, b3 = *track->position++;
                clock = (b1 << 16) | (b2 << 8) | b3;
            } else {
                BYTE length = *track->position++;
                track->position += length;
            }
        }
    }
}

int main(int argc, char **argv) {   
    HMIDIOUT out;

    if (MMSYSERR_NOERROR == midiOutOpen(&out, 0, 0, 0, CALLBACK_NULL)) {
        MIDIPlay(out, buffer /*the data of your MIDI file*/);
    }
}

DirectSound

See the DirectSound article.