Most of the sounds generated in Windows requires a sound card. Something not available on the DOS Compatibility Card and Quadra 610 DOS Compatible computers.
There is a way to use .WAV files and sounds without a sound card though. Microsoft has a driver for Windows that uses the PC Speaker instead of a sound card. The file is called SPEAK.EXE and is available on all of the online services that has a Microsoft support area. It is also available at some internet FTP sites.