There are lots of reasons for not having sound. Before you try anything else verify that your monitor/TV has sound. With everything hooked up, reboot the Pi.
If your TV has modes try game mode.
If all else fails, there is audio out right next to the HDMI. You might have to reboot to make it work as the Pi is set to choose HDIM or the Audio. You will need headphones or a powered speaker, cheap on amazon if you don’t have them.