Question about sound in old ms-dos games?

[privateroot]

I'm sort of confused on if its just my drive or the way some of the old ms-dos games are.

I download a old arcade game called Paperboy for ms-dos.

I noticed something weird when I played the game just by double clicking the .exe I heard sounds but not from my pc speakers but it seemed to be coming from my hard drive. I was thinking why would it be doing this? I tried the game in dosbox resulting in no sound at all. so i'm not trying to find a solution just wondering what is going on with these old ms-dos games and the audio within the executable because there is no extra files that would be audio files.