Horsa,
Do you use DOSBox?
Have you activated some relevant sound options in the DOSBox config file ?
Have you activated the sound option within the game itself?
Also check the gnbna site for relevant tipps on sound issues.
Since I use floppy disk and CDROM version of the game it seems to me that the CDROM is a bit more problematic when it comes to sound. After saving a game I have no sound from time to time when loading the saved game. What I do to get rid of this is to start playing with the gnbna sound.exe and the DOSBox config until the sound returns.
If nothing works enjoy the game without sound. It’s a strategic game after all and the game is still worth it.
Regards
HS