That depends on what you consider as sounding better. Turning up the volume? People around you may consider silence as sounding better!
If you want to change the sound on playback, you can change the tone with the equalizer that came with your sound card or onboard audio.
If you want to permanently edit your audio files to increase bass, treble, reduce hiss, compress etc you will need an audio application that can do it. If all your audio is in mp3 format there's a rub. Editing any compressed format reduces quality a small amount so you need to get a significant improvement in whatever parameter you consider as "better".
Maybe comment on the sort of thing you are trying to do.
Starman*