Openage currently depends on the original game assets, so you need a copy of the original Microsoft Age of Empires II. The original AoE:TC game asset formats are, lets say, "special", so they need to be converted in order to be usable from openage. That conversion is performed by the openage.convert python module; as of writing this text, you need to start the conversion manually.
To convert only media files we need at the moment, execute this:
make media AGE2DIR="~/.wine-age/drive_c/programs/ms-games/aoe2"
The above command is an alias for the following python call:
python3 -m openage.convert media -o ./userassets $PATH_TO_YOUR_AOC_INSTALLATION $(make medialist)
To convert ALL original media files to openage format, execute the following:
python3 -m openage.convert media -o ./userassets $PATH_TO_YOUR_AOC_INSTALLATION
You will then find the converted files in ./userassets
the conversion takes some time, so be patient.
Try
python3 -m openage.convert --help
to see the convert script usage.