So, looks like you're right, but it's the only motherboard from the last at least 15-20 years that I've seen that didn't have a system speaker header. But, looking at the specifications in the manual and looking closely at the board, there is not. So there is no way to connect one and the board likely has no way to communicate errors even if you did. I see no mention of any other method in the manual, at all. Very strange, but it is what it is.