The bottom of the monitor has Audio Line-in and Audio Line-out jacks. As your looking at the bottom with the monitor face down, the Audio Line-out is the rightmost one. These monitors do not have internal speakers, Those grills you see are for cooling.
From your PC Sound Card out, connect an audio cable. Plug the other end of that cable into the Monitor Audio Line-in jack. Plug your headphones or speakers into the Monitor Audio Line-out jack.
Liaison for Desktops, Alienware, MonitorsSocial Media Support#IWork4Dell43,889 Forum post
Drivers & DownloadsDell instructional videosAlienware instructional videos