The latest version makes the game pick the default audio device set by the OS. You can set that by going to [System Preferences], selecting [Sound], then clicking the [Output] tab, and select a device for sound output. You might have both a headphone port and an HDMI cable that can output sound, and the game will only use the one that's selected in this menu.
If that doesn't work, and you're sure that you have the latest version from GOG, can you try using audio from each of the devices on your computer to see if any of them are playing sound? It's also possible that the 2010 Mac Mini is a bit below spec, and might not have been fully tested. Which processor and GPU do you have?