As far as I know, you also have to attach an antenna for radio signal and then switch to AM or FM and being searching for channels. Every time I've used a TV tuner, I also had to attach an antenna in order for radio feature to work properly. Also, for radio you need to start a dedicated application that's usually found in the installation folder of the software.
If you still have problems, then I recommend reinstalling the application. This might fix the problems you have with sound and signal.
