Depends on your mobo, but most for some time now have included an audio chip and several outputs on the rear panel of the mobo. Typically these are available to output 2 speaker signals per socket: Left/Right front stereo; Centre Front /Subwoofer; Left/Right rear stereo; Line In (L/R front stereo); Mic In (usually stereo allowed), and maybe Left/Right Side stereo. You do NOT need to use all these. In the audio management tools supplied with the mobo there normally are configuration options to set for the actual speaker set you have connected - for example, 5.1 Surround Sound as I have, or simpler 2.1 or 3.1 sound, or stereo front only. Also settings for any headset you may use on the front panel jacks.
The output amps involved on the mobo can power a modest speaker set without any external amplifier sufficient to create fairly loud sound in a single room. High-power sound and speakers may need an external amp, but few use that for common computer sound functions.
The sound management tools provided usually include an "equalizer" to adjust the frequency response curve over the audio range plus several pre-programmed sound effects like tunnel echos, concert hall, rock concert sound, etc. So for many people the on-board systems are quite adequate. Audiophiles may decide to add sound cards for special results, but many do not find that is needed.
One small note you MAY not know about if you have not used some of these features. There never has been any way for on-board sound signals OR signals from a sound card to be fed to a VIDEO card. That has become an issue with the common way now to connect video signals to a monitor with an HDMI cable. That cable DOES allow sound to be carried to the monitor, and many monitors have their own speakers. So now it is normal that a VIDEO card also has its own AUDIO chip, too, so that it can generate its own audio signals and send them out on HDMI. When such cards are installed, their setup utilities commonly set Windows to use that audio chip in the VIDEO card and not some other system. If that has happened in your case, the computer may NOT be set to use the mobo audio system. There is a place in Windows Sound configuration to specify which of the sound generation system in your unit is to be used as the default sound output device.