Yes, the sound does get issued by the speakers, lol.
Seriously though, what issues are you talking about? It could be any number of factors depending on how you're playing it.
You have the PC original, the PS1 release, the PSN version, emulation...
If you're playing the PS1 version via emulation, then all I could suggest is checking your PC speakers & maybe looking into another emulator - There's no such thing as 100% perfect emulation, in my experience. The game running on a PS2 does a pretty good job, however.
If it's the PS1 version (on a Playstation or PS1), then there could be an issue with your TV or sound cables.
The PSN version I can't vouch for in any way, as I don't (and won't) get a PSP or PS3.
Finally, remember how old the game is. Expecting the same quality of sound compared to the latest PS3 software out of what was originally a DOS game , just isn't a fair comparison.
Where logic won't work - I will Pal Gamers unite - http://www.gamefaqs.com/boards/gentopic.php?board=277