Sound Notifications are played whenever a new message is received. Users can however choose to Mute the sound.
Mute/UnMute Sound in Popup Chat
Option to control sound is available in User Profile Drop Down in Popup Chat List. Refer to the screenshot below -
Mute/UnMute Sound in Embed Chat
Option to control sound in embed chat chat be access from User Profile Drop Down just like Popup Chat. Refer to the screenshot below -
Admins can configure chat notification sound and default settings by following steps as described here.