One thing you can check is right-click on the speaker icon on the lower right of your Desktop in the System Tray and select Open Volume Mixer. With the trainer open check if the slider for Cheat Happens is all the way up in the Volume Mixer.
[Edited by Jaks, 6/7/2019 3:36:13 PM]
So that's another thing I guess. The trainer doesn't even appear in the volume mixer. I tested an OLD trainer just to see. (EX. Papers Please Trainer) and I can hear that one just fine.
Newer trainers however don't even show up in the volume mixer.
I don't have any speakers, I just use headphones.