Since you have a server MoBo, it doesn't have built-in sound card since servers don't need one. That's also a reason why there is no HD audio header present on your MoBo and no 3.5mm audio jacks at the MoBo back I/O panel,
MoBo specs: https://www.asus.com/Commercial-Servers-Workstations/P9DC4L/overview/
In other words, without dedicated sound card that sits in the PCI-E x1 slot, you won't get any sound out of your PC.