This isn't very clear.
What output(s) does your GPU have? What input(s) does your monitor have?
If you have links to the exact models it may help.
If you monitor does not have an HDMI input then you won't get sound to it. Also, it sounds like your speakers are seperate from your monitor. Is that the case? If they are not connected directly to or built into the monitor then there really isn't any point in trying to get the audio to the monitor.