What happens when you play the DVD with that player? It plays without sound? Open a DVD in the player and then click the little speaker icon on the Taskbar near the clock. If you see some other device such as Realtek digital, change it to the speakers, such as Realtek Speakers. Stop playback and start again to see if you hear the sound. Also right-click on the speaker icon and select the sound mixer. Check if the DVD application is muted or the volume is too low. From there you can also visually confirm that the speakers are active and playing sound. Also the DVD player might be configured for 5.1 speakers and if the rear speakers and the central are not downmixed to stereo by Windows you hear no sound. Make sure it is configured to stereo speakers.
PS: Which app is that? Maybe it needs appropriate codecs to play Dolby Digital (aka AC3) sound. In that case install K-Lite codec pack. This also includes MPC-HC which can play everything including Video-CD, DVD and Blu-ray discs.