To enable sound notifications, you need to click on Profile Settings. Then in the Audio Notifications section, you can choose the settings as per your choice.

None: Choose this option if you want to disable the sound notifications.
Assigned conversations: If you choose this option, you will get a sound notification when a new chat is assigned to you.
All conversations: If you choose this option, you will get sound notifications when there is an update on the chats that are assigned to you or any other agent.
