Unlike more recent Windows versions, Windows NT does not necessarily configure your sound card correctly - particularly if it is an older ISA card. To rectify this and configure NT so that you can play sounds go into the Control Panel and select the Multimedia properties.
From here select the Devices tab and then select Add. You can now select the appropriate driver to support your sound card. Some experimenting with the interrupt values may be necessary in order to find one that is not already in use for some other purpose.
This article written by Stephen Chapman, Felgall Pty Ltd.