No. I had to go into the settings and change the volume. It was at 0 by default. Also the game were zoomed in and I couldn't see all the UI. So I had to use borderless window to play. Also, I'm on MacOS, which is non-typical I would assume so that could be a reason why it was like that.
For me I was able to turn up the volume (you have to be careful though as the clicks goes THROUGH the volume button and closes the menu which you can’t open again)
But once I got into a level the volume went back to 0 and I can’t turn it up while on a level, only at the main menu.