In order to get sound out of your FreeBSD box, you'll need to either load your sound driver module or compile sound support in your kernel -- it's not installed by default. For this you need to use kldload to load your sound driver. If you don't know which sound card you have -- and therefore don't know which driver to use -- you can load the generic snd_driver module (in 5.x systems -- in 4.x you need to load the snd module) like so:
samizdata# kldload snd_driver
snd_driver will work for most cards.