bool  PlaySound( 
   string  filename      // file name 
   );

You have to put your buy and sell sound files under the MQL4/Files folder. The files must be WAV format.

Call these files from your expert like that:

PlaySound("buy.wav");

PlaySound("sell.wav");

The full documentation is here: https://www.mql5.com/en/docs/common/playsound

You have to modify your exported experts.

Search the "OrderSend" function in the expert and put the code like that:

yes, I want sounds when an Expert Advisor in MetaTrader trades at buy or sell?

If you can not find it here, you can find it as an external EA.
There are many Ea who perform this type of operation with related notifications, email, etc.

https://www.google.it/webhp?sourceid=chrome-instant&ion=1&espv=2&ie=UTF-8#q=EA+allert+open+order+mt4