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You know that dos games usually need a setup program to
set the sound allright ?
If the status window of dosbox doesn't say that it started in
no sound mode, You have sound in Dosbox. You only have to
configure your games to use it.

As you have said that most games have no sound i think that
some games have. So sound is working under DosBox. Just
configure the game to use it. (setup or setsound the utilities
are usually called