Make sure you have package alsa-utils installed and try to run alsamixer. That’ll show all the audio devices your system detects. Maybe you’re lucky and it’s just that some volume control is muted and if you’re not it’ll give you at least some info to work with. Majority of audio devices don’t need any additional firmware to work and they almost always work out of the box just fine. What’s the hardware you’re running? Maybe it is something exotic which isn’t installed by default (which I doubt).

And additionally, what you’re trying to play audio from? For example MP3’s need non-free codecs to be installed and without them your experience is “a bit” limited on audio side of things.