First check the system tray to make sure that it is not muted. If the
speaker icon has an X then it is muted. If that does not work then check
that you have a driver installed. Open a terminal and type lshw and scroll
back to the *-multimedia section and see if it lists something after driver.
If it says UNCLAIMED then there is no driver. If it says something that
seems wrong then you may have the wrong driver installed. Getting a new
driver could be a problem since you are working from CD and any changes
would be temporary because you cannot save to CD.

You could try creating a usb key that can run Ubuntu in persistent mode and
this would allow you to save changes. That is likely found in System,
Administration in the menu. Your computer would have to be able to boot from
usb for this to work.

If not then you could try out WUBI. This installs Ubuntu inside Windows.
Just go into Windows and insert the CD in and offer to creat a Ubuntu
installation. It will create a folder on your C drive and install Ubuntu as
a large image file there. There is no partitioning involved. You re-boot to
finish the installation. Ubuntu will run from the C drive without Windows.
It is an image file that is mounted as if it was a drive. Once inside Ubuntu
you can add and remove programmes and make changes. It is a good idea to
defrag your c drive before beginning WUBI as it is a large file and its
performance will suffer on a fragmented drive.

If you do not like Ubuntu you can remove it in Windows like any programme
from the Control Panel. Windows will be your default OS. To boot into Ubuntu
you need to choose it from the brief menu that pops up when you re-boot.