When you want to have audio put out on the HDMI cable connected to the port on you video card (not your mobo video), you need to tell Windows about that. The issue is, Windows can only use ONE audio output device at a time. So to get audio on that HDMI cable, the Nvidea video card has its own audio chip on it - it has no way to get audio from the mobo chip.
Click on Start ... Control Panel and choose the Sound and Audio Devices . Click its Audio tab at the top. In the upper box for selecting the Sound Playback Default Device, click on the down-arrow at the right end of the selection box to see all your audio devices. Choose the one on your Nvidea card, then click on OK at the bottom. To configure that device you may need to use a utility provided with the Nvidea card.
Now, that gets audio AND video on the HDMI cable. If you want the monitor to play the audio itself (assuming it has speakers), just adjust the volume. But if you want to use your receiver for audio output, you need to check if there is an output from your monitor to take the audio signal from it over to the receiver. OR, maybe you are supposed to run the HDMI cable to the receiver first, and another one from receiver to monitor (to take the video signal over).