If you see a message such as:
To play audio, you may need to install the required PulseAudio software
you may need to install PulseAudio.
It may be enough just to install the "pulseaudio" package provided by your distribution.
For an apt-based system (e.g. Trisquel, gNewSense)
apt-get install pulseaudio
If you still cannot hear anything, it may be that PulseAudio's sound settings are muted or turned down.
Install "pavucontrol" from your distribution, launch it and check that the volume controls are turned up and everything is un-muted, particularly in the "Playback" and "Output Devices" tabs.