Linux recognizes most of the current sound cards, such as all "soundblasters". The configuration utility is called "sndconfig". It can only be launched from an X terminal-emulator (or under console).
Follow the instructions and never hesitate to try other parameters should the installation not work. Don't forget to switch on your amplifier and turn up the sound ;-)
Several sound utilies (sound mixer panel, MIDI, MPEG3 and WAV/AU... files players) are available under Linux-Mandrake.