Make sure you've got the cd audio out connected to your sound card. Use the mixer software that came with your card to make sure that the cd audio isn't muted or too low. Use a cd player program to play your audio cd. Make sure that the cd player program is using the right device driver and unit number. How you select this differs with each program. If you're using SCSI drives the standard cd player from OS3.9 might not work; at least it doesn't with my SCSI drive. I use OptyCDPlayer and that works fine!
Good luck!