If you are able to run Oxygen Not Included, but cannot hear any audio (even if sound levels are set in your game's options), here are a couple of troubleshooting steps that may be of help:
Ensure Windows 10 audio output is working properly
Follow these audio output troubleshooting steps for Windows 10 machines: https://support.microsoft.com/en-ca/help/4026994/windows-10-fix-sound-problems
Update your audio drivers
Ensure is that your computer's audio drivers have been updated to the latest version.
Temporarily disabling after market audio software
If you have any after-market audio software such as Nahimic 3D Sound, Nahimic 2, nVidia Software, or ASUS Sonic Suite 3 installed, try temporarily disabling the software - and if it continues - try uninstalling it to see if that resolves the audio issue.
If the issue persists:
1) Go into your Windows Audio Settings;
2) select "Change other sound settings";
3) Click on PLAYBACK tab and right-click your default audio playback setting and choose "Properties"
4) Click on the "Advanced" tab and on "Default Format", scroll down the list and set the value to 24-bit, 48000Hz.
5) Click on the "Apply" button to complete the change.
From there, launch the game once more and you should find that the audio is back in order.