Where does audio play with screen mirroring to Apple TV?

If you do Screen Mirroring from your iPhone to your Apple TV, and from your iPhone starts music, or other sound - then the sound will basically be played out of your TV's speaker.

If you do not hear sound from your TV, make sure your iPhone is NOT on silent.

You can read more about Screen Mirroring here:

https://support.apple.com/en-us/HT204291