Hi Mike,
Welcome to the forum.
You should have an application in the Utilities folder called Audio Midi Setup. It may need to be configured for how you want your computer to output sound. Once the app is launched, of the two radio buttons at the top of the window, select 'Audio Devices'. As far as I can discern the input and output radio buttons should all be displaying 'Built-in Audio'. You may need to click on 'Configure Speakers' and follow the logic. The audio input button gives you a choice between internal microphone or line in. Choose what you need. The audio ouput should be line out. Set the sample and bit rate according to what you need; adjust the volume(s) and you should now have sound.
Hope this helps you,
Paul
Message was edited by: PaulMN
One other thing I forgot to mention; in System Preferences, select sound and you can add the volume control to the menu bar by checking the command at the bottom of the window.