That's strange... I know this is a silly question, but is the game possibly muted in Windows? If not that (and this probably isn't it either if you can play other Unreal engine games with sound), are your audio drivers up to date?
Unfortunately I don't think there's a whole lot I can do on the development end, because this is the first time I've worked with Unreal so I'm not exactly sure where to start looking, but I'll see if I can figure out a solution just in case other people are having the same issue.