Get inti the BIOS, check and enable on-board sound. (Usually, this must be disabled in order to activate add-on sound cards). Your motherboard may have this disabled by default.
The chances are that the sound is already enabled in the BIOS but a check of this will do no harm. The probable reason that you have no sound is that the drivers for your sound chip are not installed. The drivers for your sound chip assuming you don’t have a sound card are on your motherboard CD or can be downloaded from your motherboard makers web site.