Just to confirm, you can switch between voice and key configurations at the upper left (just below the library name) and you must enable key recognition as shown here:
Just so you are aware, voice commands can only be triggered by voice, however key commands will trigger based on not only key input but also trigger on conditions, which is why they reside there for the VCC. If you have enabled key commands and everything is triggering but you still don't hear anything, check to see if you have windows media player installed or disabled. They will also play if an alternative player has been set up in Windows, but you may experience issues there if they can't open through the Windows shell command.
Edit: Also make sure the VCC files which contain the audio files are present in the subfolder with the library...sometimes it's the little things that can get overlooked.