Try setting your Sound Device in the game setup to SoundBlaseter 16, Base Port - 220, IRQ - 7, DMA - 1 and Sound Channels - whatever you like i guess, I set mine to 8.
For Music Device choose General Midi and leave Port on 330.
After that is done start the game using ufocd.bat batch file. That batch file will start an executable sndsound.exe (or something like that, I'm not at home now) witch operantly enables sound in the game, besides enabling sound it also launches teh awesome intro movie
Works for me on DOSBox 0.70 - default config.