A common cause for having no sound is the use of third party antivirus software such as AVG, Avast, Norton, McAfee etc…
Antivirus and malware software has become increasingly suspicious, and it is normal to see more false-positives than ever before. This is because some software uses heuristic or "smart" scanning techniques to identify code similar to that of a virus. The end-user will need to use their best judgement to assess whether an application is a false-positive or a genuine threat. This is the expected behaviour of any good antivirus software.
You may also find that some antivirus software will automatically delete or quarantine files, such as the game's executable. If this happens, please add an exception for the game's executable in your antivirus software and verify your game files with Steam. In some cases, you may need to disable your antivirus software while a game is installed.
You can find more information here: How to check antivirus software
For further troubleshooting, please check our Troubleshooting Audio Issues Guide