You can turn the sound on or off in the exercises by clicking on the pause menu at the top and clicking to check or uncheck the "Turn on sound" box.
Why can't I hear any sound?
If you can generally hear sound on your PC or laptop, outside of NeuroNation, then it is possible that the sound is turned off directly in the exercise.
You can check this by starting an exercise and clicking on the pause menu in the upper right corner and checking if there is a check mark in the "Turn on sound" box. If there is no check mark there, you can turn the sound back on by clicking once.