While looking to run Cisco IP Communicator in an administrative RDP session to a Windows 2008 R2 server running in VMWare, I struggled to get a sound card driver installed to allow IP Communicator to start and redirect audio to the MSTSC client. This is not supported, and I never got it to work, but having done so would have saved me a long trip to a remote site to make some test calls. Oh well.
One step in my experiment was to simply allow sound redirection to the RDP session without major server reconfiguration, namely adding the Remote Desktop Session Host server role. I only need access to the server for administrative purposes and didn't want to add, break or cause any licensing issues that might affect the server and loaded applications long term.
From the server, run tsconfig.msc.
In the resulting window, right click the RDP-Tcp connection in the Connection table.
Click the Client Settings tab.
Uncheck the Audio and video playback option, and the Audio recording option.
My experience is that at this point, you should at very least hear remotely the Windows log on WAV or any Windows alert WAVs when appropriate.