For those who want to know: these machines do have the right setup:
The best command to play audio files is showaudio, which is a script that attempts to convert most known audio formats to Sun audio before playing it. This conversion is handled by a program named sox (sound exchange). Showaudio is also the default application for "showing" sound files downloaded from the WWW or received through MIME.
If the file is already in Sun audio format, you might use play or the OpenWindows audiotool.
The xanim program (see the section about movies) can also create sound when playing movies (esp. Apple QuickTime, or Windows AVI files).
See also the CD page for software for playing audio CDs on the CD-ROM players.