If I understand you correctly, you have sound out of your computer (ex) you can play a music file, or go to YouTube and play a video and have sound. But you do not have any of the Windows Sounds?
Go to Control Panel/Sounds and Audio Devices/General/Volume/Advanced make sure there the volumes are all the way up and that there are none of them are muted. Now go to the Sounds tab. All the incidents with a speaker icon nest to them are the Windows sounds, choose one and press the Play button at the bottom to test the sound. Do you hear sound?