I've never set it up with BlitzmaxNG, but in the original Blitzmax up to 1.50, from what I remember, just install OpenAL and it's available with "SetAudioDriver("OpenAL")" or something along those lines. All the other audio commands remain the same.
For distribution you can just put the OpenAL DLLs in your game folder, and it still works. The licence used to permit that and it was common practice in casual games - it negates the need for the end user to install OpenAL themselves.