Video and sound are encoded together in a video file. If you don't hear any sound on playback it is either because no sound was recorded or your computer/video player does not have the compatible CODEC/splitter which are required to decode the audio track.
What is the file format of your videos? You can use a free utility like GSpot or MediaInfo to identify which CODECs were used to encode video files with. Then download and install the missing CODEC (search Google or Bing, Microsoft usually won't have it).
If by chance the audio track in your videos is encoded using the QCELP CODEC (such as .3G2 videos from LG phones) it could be problematic. I haven't yet found a CODEC/splitter for Windows that can decode sound from videos recorded with that audio CODEC.
You can play .3G2 format videos however using "KMPlayer". Either rename the video file extension to .3GP or add .3G2 to KMPlayer's file Extensions list in Preferences.
Converting the video file to AVI, MOV or many other video formats also works if you want to stick with using Windows Media Player or other common video players. Oxelon Media Converter makes it simple to convert the files, right from the context menu of Windows