Then the Audio driver is not recognised or installed properly.
Decide whether you want to use UAD or HDA (but let's try UAD first).
Reinstall the driver. Disconnect from internet. Reboot. Uninstall the driver with Geek. Reboot. Install driver. Connect to internet. Delete the hardware_settings_config.xml
Set the default audio source and recording source (Start|Settings|System|Sound)
Launch the game. Go to in-game Settings. Confirm you can select the audio device. Exit the game with the sound setting as you desire.
Restart the game. Play.