Parallels RAS Audio
While 'sound' is pretty much the same issue whether you are using Parallels RAS or not, there is one more volume control adjustment that can stymie users.
No Audio
Check that the volume setting of the speakers
built-in monitor speakers
set both monitors' volume to 100%
this is harder than it sounds because monitors are all different
you can skip step 1 and move on to steps 2, then 3, only returning to step 1 if unsuccessful
Check the volume setting of your workstation
not the remote session with blue bar at top
set it to 100%
Finally, check the volume setting in your remote session
blue bar is at the top
QM Desktop remote session
set volume to 100% initially
adjust to your desired volume here after it makes sound
Low Audio Volume
The above applies to low volume issues, as well as no sound issues.