First, I see from some of your other posts you didn't have speakers hooked up, so checking that will be step 1.
Once you've got speakers hooked up, you can play a "beep" either through P/Invoking MessageBeep or, for more control, PlaySound. The declarations for both are as follows:
public enum SoundFlags : uint
{
Alias = 0x00010000,
Filename = 0x00020000,
Resource = 0x00040004,
Synchronous = 0x00000000,
ASynchronous = 0x00000001,
NoDefault = 0x00000002,
Memory = 0x00000004,
Loop = 0x00000008,
NoStop = 0x00000010,
NoWait = 0x00002000
}
public enum BeepType : uint
{
Default = 0xFFFFFFFF,
OK = 0x00000000,
Hand = 0x00000010,
Question = 0x00000020,
Exclamation = 0x00000030,
Asterisk = 0x00000040
}
[ DllImport("coredll.dll", EntryPoint="PlaySoundW", SetLastError=true) ]
public extern static int PlaySound(String lpszName, IntPtr hModule, SoundFlags dwFlags);
[ DllImport("coredll.dll", EntryPoint="MessageBeep", SetLastError=true) ]
public extern static int MessageBeep(BeepType uType);