Hi jshjms,
I am an Independent advisor and fellow Mircrosoft user. I will try to assist you with this.
Kindly follow the instructions mentioned here.
First launch Remote Desktop,
Click the 'Start' button and type: services.msc (then hit enter)
The services window will appear, find the 'Windows Audio' service and double click on it. Change the Startup Type from Manual to Automatic. Click OK.
Now click the Play button to start the service right away.
Try playing something in your remote computer, chances are it will function now. If not move to the next step.
If the audio device is missing you will need to enable it for RDP:
Type gpedit.msc in search box, and press Enter.
Find Computer Configuration\Administrative Templates\Windows Components\Remote Desktop Services\Remote Desktop Session Host\Device and Resource Redirection
Double click Allow audio and video playback redirection on right panel.
Set the policy to enable or not configured.
Restart the Remote Desktop Configuration service, followed by the Remote Desktop Services service.
Reconnect via RDP and it should now detect audio.
First launch Remote Desktop, for help see:
Click to 'Show Options' if it is not already.
Click the Local Resources tab.
Under “Remote audio”, Click "Settings"
Ensure Remote Audio Playback is set to "Play on this computer"
Login to the remote computer which needs audio enabled.