Yes, speakers are plugged in. I don't have my wi-fi yet so can't download anything yet.(Sounds) like the audio driver is not installed.
Check in Device Manager and see if there is a Yellow Question Mark by any of the devices.
If you need a driver you can get it here:
http://www.dell.com/support/troubleshooting/us/en/19/Product/optiplex-gx620
Also make sure you have the speakers plugged in.