In the RDP settings, select - Local Resources - Desktop Sounds - Configure Sounds. Sound will be transmitted if enabled on the server.
To connect a local sound card to the server: Press Windows + R, enter the command gpedit.msc. Next, select Computer Configuration - Administrative Templates - Windows Components - Remote Desktop Services - Remote Desktop Session Host - Device and Resource Redirection. Then, on the right side of the window, select Allow audio and video playback redirection. Double click to open the parameter setting window. Select Enabled and save your changes.