The sound files aren't stored as sound files. There's no way they could just be missing.
Give me as much information as you can think of, and tell me everything you've tried.
What version of Windows are you using? Do you get any sound in the browser version? How many audio devices are connected to your computer? Have you tried running the game without the headphones plugged in? Have you tried restarting your computer? And anything else you can think of that might be relevant.
My only guess is that maybe the game is trying to output to an audio device that's muted. Like if you're trying to use headphones, maybe it's trying to output through the speakers, but the speakers are muted.