There is a couple of things you need for audio over hdmi/dp...
- a monitor with audio capabilities (internal speakers or a speaker bar attached)
- a hdmi or DP/DP++ connection between monitor and computer
- hdmi audio drivers installed (usually the case with graphics driver installs)
- a bios that allows audio over hdmi/dp (normally the case but sometimes not...)
When you have all items verified, you should be able to select hdmi audio as the default audio device within windows.
Do note that you may need to configure the hdmi audio device so that the driver will send the audio in an appropriate format (sterio, quadrophonic, 5.1 surround, etc). You must configure a sound format that your monitor can actually process otherwise you will not get sound output. Also note that dvi can not carry audio over the cable while hdmior dp/dp++ can carry audio over the cable.
Lastly, some bioses were not designed to allow audio over hdmi or dp++ and as such these systems will not allow audio over these audio capable interfaces...
If all grahics and audio drivers installed correctly, i suspect your bios does not allow audio over hdmi or dp/dp++.