If you don't get any sound, make sure you've selected an ASIO or DirectSound driver (see the Audio settings window). Make sure the audio driver has been initialized & is working.
This link takes you to the manual section on audio settings.
Also note that MIDI is not audio, you need to send MIDI notes to an internal or external instrument that turns MIDI notes into sound, if you're using the MIDI Out or Dashboard plugins. Check the manual for more information about those.
The FL Studio Support Team.