the Facebook and Twitter notifications likely come from Service Workers, which also work when the tab is not open. As described in the description, it is sadly impossible to play a sound for those (in a generic way).

The supported sound file formats depend on your operating system and Firefox version. If you can hear no sound that most likely means that Firefox can not play that sound. Alternatively, the volume could be set too low to be audible. The extension plays the sound as Firefox, so the Firefox application shouldn't be muted.