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. Usually, the computer will sense the capability to do audio through HDMI and it will just work.
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.
Configuring audio output
There are several ways to configure the audio output if it does not work after a reboot. Checkout this article for the details.