You want to have sound in your FINAL render or in your playback?
If you want sound in your playback try pressing the numpad "0".
If you want sound in your render watch your render properties.
Hope this helped,
You can also press the . key on your number pad to just get an audio playback. This page has more info on previewing in AE.
Rather than starting on a tutorial like the one you're on, I would highly suggest starting here. This set of resources is aimed at newcomers to AE and will help you gain the all-important foundation that will enable you to move forward more productively. You must learn to walk before you run. That's more true about AE than a lot of other software. Go through all the linked resources from the starting here page I linked and you'll be much less frustrated later.
I agree with Szalaam: go to the links he provided. AE isn't an easily-understood piece of software; it's one of those "learn to walk before you run" applications; You can't learn a couple of video tricks to get you by, you will be hopelessly lost if you try to learn it intuitively, and you really do need to know the basics.