I bought the game since I thought it will work, but it seems the voices are broken or are missing. Is there any way to have voices in game or is it broken? I know the game does have voices. At least the CD version. I got it specifically for that.

I think you can check the other sound card options in the setup. In order to do that you need to open the 'dosboxAnvil_single.conf' file (e.g. in WordPad), which will have this:
c:
cls
anvil
exit

Now, change the 'anvil' to 'setup' and save the file. Launch the game via the GOG shortcut. There you can use 'Test digital' to check if the voices are working. You should hear some guy talking, if not go to 'Select digital' where you can choose different options. See if any of those from the device list are working - there is a 'Test' button there as well (I do not think that you need to change the default ports etc.). If you managed to find a device option that is working you just choose 'OK' and save the changes. Now go back to the 'dosboxAnvil_single.conf' file and change back 'setup' to 'anvil' in order to launch the game itself to make sure that the voices are indeed working. Hopefully, this will solve the problem.

I already did all of that before posting. I know this game has problem with voices. I played different version and had problems to set it up. I bought it on GOG since I thought it was fixed. I even checked this version before buying it and everything was fine. But now it does not work...

I checked voices with subtitles, only voices, only subtitles, changed IRQ to 7 and 5 in setup, change MIDI and sound to Sound Blaster Pro and nothing helps.

O.K.. I just removed and installed the game back. Now all works fine.

you can also use 'Verify installation' under game options if you have GOG Galaxy.

Okay, I've got another solution if uninstalling/reinstalling the game doesn't work.

The same thing happened for me, and I tried *every* digital devices without any results, and uninstalling/reinstalling didn't do a thing for me (I now suspect this is due to the fact that I kept my savefile).

It's actually due to some bug in the audio levels (no idea why) : when you go into the game options, you have a sound bar to the left, a music bar to the right.
If you crank the music bar all the way up, it somehow deactivates the sound effects.
Weird, but puting back the music bar around the middle solved the issue for me.

Just posting this solution here in case someone like me is having issue too.