Something you can try while waiting for a sound guru to reply:
Often, if you are using the Alsa sound drivers, the volume is turned all the way down by default. Open a shell and type "alsamixer". It should open a crude graphical display of sliders for each sound function. Use the arrow keys to select a slider, and the up and down keys to adjust volume. In the top left-hand corner it may say "(off)"; hit the "m" key to turn each slider on.
If that does not work, you will have to tell us which distro, what programs fail to make sounds, and probably some other stuff.