I know this may sound stupid, but is the sound actually on? If either the system sound or the volume in TD is set low, it is possible that this may be the culprit right there. Also, how are the events listed? TD works from top to bottom for finding sounds to fire. For the events listed, what conditions are listed? Having the sounds show up on the list confirms that TD has it loaded, but it's not going to know what to do with it until you tell it what to do.
If you would like, shoot me an email - michael.brinkley@hotmail.com, and send me the event file you're working with, as well as the related sounds, and instructions of what sounds you want where, and I can get them set up for you. If you're trying to create new events, let me know and I should be able to help with that too, if you choose to go that route.
With what little you given in the initial post, it's difficult to state what the problem is, but again, I would start with the volume of both TD and the system volume.