Play-Haxe plugin only supports a native compiler. The Haxe compiler needs to be installed for this plugin to work. Refer to the site of Haxe for more information.
Add following to your projects project/plugins.sbt
addSbtPlugin("com.github.hexx" % "play-haxe" % "0.0.2")
After Installation, this plugin works like the built-in CoffeeScript compiler.