Do you have FMOD/OpenAL properly installed alongside GZDoom? Are you building yourself or using a precompiled build? If you're using a precompiled build why aren't you using the included fmod/xxxx stuff? (Or - did you change the sound backend yourself through the menu?)
If you want any help you have to help me help you. You're way too vague. I need to know a lot of things, like where did you get it from, where did you install it, etc. Your one-liners simply will not do.
I'm not some magical wizard who knows what's going on in your computer without you telling me.
I download it from https://gzdoom.drdteam.org/page.php?page=download, i just extracted .zip, then i proceed to install all the wads i wanted to play, i tested out gzdoom with doom2.wad and already throw me nosound, i extracted fmod.dll from zandronum and still dont work, the version i installed it's 2.3.2 windows (64 bits), i have a intel core i3, 8 gb ram, AMD Radeon R5 M230, Direct 3D 9.14.10
Please do the following: extract downloaded GZDoom 2.3.2 .zip to an empty directory, copy doom2.wad to it, run with +logfile log.txt command line and exit, i.e.: