Nymgo is VoIP software. If you have issues with your sound, make sure the sound is working properly. Fist go to Settings > Nymgo sounds and you can test the microphone and speakers. If you can't hear anything, there might be a problem with the sound device installed on your computer. Check that all drivers are installed then go to Sound options in Control panel and perform tests.
Additionally, check the Firewall and allow Nymgo to connect to the Internet.