There are lots of reasons for not having sound. Before you try anything else verify that your monitor/TV has sound.
There are two ways to get sound out of the computer: 1) through the HDMI cable to your monitor/tv. 2) through the audio port or headphone jack.
Audio through the HDMI cable
If you are trying to get sound through the TV, make sure the HDMI cable is plugged in to the TV and the TV is on before you start the computer. For sound to work the computer must sense that the speakers exist. If the computer gets booted up before the monitor is connected the computer may be defaulting to headphones. If sound is not working, try restarting the computer.
If your TV has modes try game mode. Some TV’s only take 3rd party sound in Game mode.
If that doesn’t work, there is a configuration setting. In the upper right corner is a volume control.
If you right click you get a selector. Pick HDMI and that should work. Also, make sure the volume is turned up. If that fails, there are several other ways to configure the audio output if it does not work after a reboot. Checkout this article for the details.
Audio through the headphone jack
The audio port is great for headphones. Again, if the headphones don’t work, try rebooting first.
The Raspberry Pi audio port is designed for headphones. It cannot supply the current required by a passive speaker, so you’ll need to buy a set of powered speakers. Recommended power speakers are here.