Hi!
That's right, Tilengine is a graphics-only component. Think of it as a virtual 2D graphics chipset. You have to pair it with other components like sound, physics or netplay. You can use any sound library of your choice, SDL-mixer is a very good option. Tilengine uses SDL2 for windowing, but that doesn't mean you have to pair it with SDL-mixer.
For example my demo project PythonPlatformer uses python tilengine binding and pysdl2 for sound playback: