You must have the sound card installed properly to run RTW. This is because RTW needs... nay, absolutely must have... the codecs it expects when it starts. Those codecs cannot be installed and functioning on your PC unless there is a supported hardware device properly working (e.g., sound card). This is an Operating System (OS) limitation inflicted upon the world by MS.
So, in short, you must get your sound system working. Here is how.
If you have the motherboard manual, use it to determine the make/version (PCB revision) of your motherboard, go to the maker's website, download the latest appropriate drivers, and install them.
If you don't have a manual, then open your case. Look, don't touch (unless you are confident working with the guts of PCs), and find the motherboard maker, e.g., "K7S5A rev 3.1". Typically, it is printed or etched between the white PCI slots. Often the revision number is between slots 3&4, and a flashlight can help read it. You may even be able to read the top of the squarish black chips (about 2 or 3 CM square), and those model numbers can be used to locate integrated sound drivers. However, they are often covered with a heatsink (do not remove heatsinks!).
Use the MB model number (e.g., "K7S5A") and the PCB revision number (e.g., "3.1") to locate the exact drivers on the MB maker's website. Sometimes, you can read what the sound chip number is on the website (e.g., ESS1788), then go to the maker of the sound chip and get the newest driver from them.
Either way, you need the driver (if Windows does not install it automatically, that is). You also need to set the BIOS to use the integrated Audio, and to recognize PnP systems. You must read the manual with your MB to find out about these settings, or post a question on the MB maker's website if you need specific advice on your model's settings.
Good hunting...