IronArcturus: I'm using Windows and I still can hear sounds, but for some reason the music doesn't play.
Hickory: Music is not an 'on all of the time' thing in Baldur's Gate; not a background event. It is triggered by certain events or timers. The best way to trigger music is to go into battle.
Music in BG doesn't play continually, but there is a -lot- of non-battle music. Sometimes it's quiet for a bit after a track's finished, but generally they start up right on entering an area, no timers required. Indeed, I can't think of any area that doesn't have some music. Icewind Dale is quiet, with music playing more rarely outside towns and even battle music being the exception rather than the rule. Not Baldur's Gate.
As an easy way to test: there should be music playing in Candlekeep even when you're not in battle. There should be lively tunes in each and every tavern. (Except the Elfsong.) There should be specific themes for Beregost and Baldur's Gate, and more generic ones that pop up over the wilderness and in smaller towns. There should be low-key background music in dungeons and in sewers. There should be different music for the day and for the night. There should be a lot of music.
If you're still not sure if there's a problem, just check the soundtrack you can download from GOG. If the named tracks aren't playing where they're supposed to, you indeed have a problem of some kind.