From DING help:

You may not have a sound card or speakers installed on your computer, the volume on your computer may be down, you could have the mute indicator checked, and/or you may have the Audio Notifications on the DING! application disabled. To enable or disable audio notifications, simply right click on the DING! icon in your system tray and click on Enable Audio Notification. A check mark will display when Audio Notifications are enabled and will disappear when Audio Notifications are disabled.