In addition to RB's answer:
You need to be more specific. Which game are you trying to run, using which soundcard?
In general, treat an emulated machine in MAME like you would treat the hardware.
Some soundcards of the day required the installation of their drivers, others just set IRQ/DMA value in the DOS environment through the autoexec.bat/config.sys files, where applications could pick them up. Some games bypassed this altogether and talked directly to the hardware.