If you connect the NVR with VGA, it doesn't support the audio. If you connect the NVR with HDMI, please kindly confirm whether you have enabled the audio record for the camera and NVR output audio.
Step 1. Please kindly go to Recording->Encode->Record Audio to enable the audio record for each camera by choosing the channel.
Step 2. Go to Display->Output->Audio to enable to record the audio, click Apply to save the settings.
Step 3. Change the NVR output resolution as 1920*1080 or 1280p*720 like the picture below.