Thanks to the folks over at the Hydrogenaudio forums for pointing to a version of CUE Player compatible with Winamp 5.5xx and 5.6xx.
CUE Player 0.57c (156kb)
Unzip and put gen_cue.dll and in_cue.dll in Winamp’s plugin folder under Program Files (C:\Program Files\Winamp\Plugins). Restart Winamp (close and re-open).
Open a .cue file with Winamp (right-click and “Open with”).
Links of interest