Since you are new to Linux, your friend is the Ubuntu Wiki, located
here.You did not specify what version you are using, so I took a guess.
In terms of your sound, we have no idea what system you have, so can you specify? Usually, it is a matter of turning up the volume by setting it on the system tray (Windows lingo) where the speaker icon is located. Unless you have an exotic system, this may just be the issue.
Finally, is the world of warcraft program a Windows version? I don't play games, so I don't have any idea if there is a Linux version. Please comment and tell us what steps that you tried to install the program.
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"I love it when a plan comes together." - Hannibal Smith