All these games works without a problem, except that I got no audio at all. I've been trying to solve the issue not at least by some of the solutions that was offered here. But, non of these really worked. And it seems like most people didn't even have any issue with the sound.

I'm on a Windows 10 (x64)

The games in particular are Hillsfar, Pool of Radiance and Curse of the Azure Bonds that I'm mostly interested of playing. I've tested the other games as well and still there is the same issue. Is the audio (sound and music) off by default or what's the issue with these games?

When you install the game it should ask what sound device you want to use.

It doesn't, only in Hillsfar I got two options. one to select CGA, VGA or Tandy for visuals
and the second one for what kind of drive I use. There is nothing about sound device on any of these games

Then try to run the Setup.exe file manually (through DOSBox).