Besides sound synthesis and sample players, the Midi functions of your sound card are responsible for the sound of the played back notes in capella playAlong.
The sound can only be improved with a good sound card - in most cases it will not be natural though. Alternatives are sound libraries such as capella Vienna orchestra where notes are played by professional musicians with the original instrument sounds.
capella Vienna orchestra can be integrated to capella playAlong via the sample player.
Here is more information about sound reproduction and sound card recommendations.