Has Windows set the monitor as the default sound device ? Sometimes it leaves it set to mobo audio. Also, sometimes monitors default to no sound, make sure the monitor isn't muted or just a 0 volume.
Other than that, can you try connecting mobo sound to monitor with a 3.5mm jack - in case the speakers just don't work.
AOC website only lists headphones for audio out, no speakers. Seems pretty clear to me.why AOC don't make this extremely clear in the tech specs(not even a mention of whether it has them), but then also list "speakers" on the product main page for the monitor is a little baffling,