turn up volume on the rocker.
to adjust notification sounds do the following:
Settings > Sound & Display
adjust any of the following:
Ringer Volume (inbound phone calls)
Media Volume (music, or any media streaming, probably what your looking for)
that should resolve your issue. If that doesn't do it, they probably turned off audible notifications on accident.
If your using the default Messages application
turn it on, then menu, then settings click on Notifications, and select the sound. (if it was unchecked the audio was removed)