If you’re having problems getting sound to work via RDP for Windows Server in Vmware ESXi and the sound is working ok for Virtual Machines running Windows 7 or Windows 8 then most likely it is due to the audio service not running within the Server Operating System.
Click on Start > Administrative Tools > Services
Scroll down to the Windows Audio Service, right click and choose properties
Click on Start and change the startup type to Automatic
Sound should now be enabled.