Each square contains a digit, not a letter. The crossword clues tell you how to fill the highlighted squares in a given row or column. For example, if you have a clue "deadly musicians' club" for three squares “_ _ _
” and the last two are highlighted, it means to fill in the answer in the last two squares: “_ 2 7
”.
To solve the puzzle, start by completing as many highlighted squares as possible using the crossword hints, then finish off the rest of the grid as a sudoku.
A couple clues are in spoiler tags (like this). These ones are freebies that you can reveal if you need extra verification.