I think the block should work, but not in the Tester. Anyway, the function to play sound is very simple and if you want, you can easily use it in let's say "Custom MQL code". Here it is:
https://www.mql5.com/en/docs/common/playsound
There is a /Sounds folder where the .wav files are. You can use this functon as simple as writing something like PlaySound("ok.wav");