Does the game itself have sound? If so, then the game is likely set to "Demo Sounds Off." Find the DIP switch settings and turn the sound on, then reset the game.
For MAME, press TAB, go to Dip Switches, find Demo Sounds, and turn it on. Press F3 to reset just the game.
If you're using the Daphne emulator (with Daphne Loader), select game and press Configure. Go to the "Game / Laserdisc" tab, and turn on "Sound in Attract Mode." Press Apply and OK, and you should be good to go.