If you're running Windows, make sure the volume is up and that it's not muted. Right click on the little speaker bottom right and click "Open Volume Control." If the levels look normal and not muted, click on "Options" up left and make sure what you're trying to do is selected.
If that doesn't work, Right click on the little speaker bottom right and click "Adjust audio properties", click on the Sounds Tab and select a sound. Click the little black arrow down center and see if it makes the sound. If it does, the problem is with the software being used. If there is no sound, you have a hardware problem