If you are used to editing programs you might be irritated that the default live playback of After Effects does not play audio. To hear the audio you need to do a RAM preview.
For a RAM preview, you need to click the rightmost symbol in the Preview panel. Alternatively, hit the 0 key on your number pad.
A RAM preview first renders your clip into memory and then plays it back. In contrast to the normal play button this guarantees that your video always plays in real time - no matter how complex your project is.
To get started with these basics, take a look at our beginner tutorial series for After Effects.