In order to get sound out of your FreeBSD box, you'll need to either load your sound driver module or compile sound support in your kernel -- it's not installed by default. For this you need to use kldload to load your sound driver. If you don't know which sound card you have -- and therefore don't know which driver to use -- you can load the generic snd_driver module (in 5.x systems -- in 4.x you need to load the snd module) like so:
samizdata# kldload snd_driver
snd_driver will work for most cards.
That's great, but I'm always going to want sound on
So you don't want to have to run kldload as root before logging into X. Understandable. To fix this, edit your /boot/loader.conf and drop this line in it:
Presto, when booting, your system will always try to load snd_driver.