There has been some recent discussion touching on this at Approaches to sound in The Lurking Horror - #15 by jkj_yuio
Frotz supports sound playback. Ozmoo supports sound playback on MEGA65. There are others as well, but I’m not sure which.
The standard library doesn’t support sound. The PunyInform library doesn’t support sound. Nothing is stopping you from playing sounds though, using either library.