My mac says Mac OSX's sound system could not be initialized. And it wants me to use Audio Midi setup but my mac doesn't have that for some reason. Please help!

Please help me, I turned on my mac and tried to start playing age of empires 3 and I had it for a long time already and then a system pop-up said "Mac OSX's sound system could not be initialized. Use audio midi setup (found in the application/utilities folder) to ensure your Mac's audio output is set to 44 Khz, 16-bit. The volume bar at the top of my right screen is gone. My keyboard when i push volume up or down there is no volume it shows volume sign with a slash through it. And my mac does not have Audio Midi setup.