Well, a search for sound problems in XP will produce more results than you can sift through in a lifetime
Your soundcard is the card inside the computer case, into which you plug your speaker cable.
If it is "built-in" to the motherboard, then it can't be removed. However, it it is in one of the "slots", it is removable.
If XP doesn't know it's there (from what you said above) it may not be inserted correctly. Removing and replacing it (in another free slot), hopefully, will let windows see it and the software will then be installed.
If it is built in, you will need to install the drivers for it (though we'll have to identify it first).