I have Ubuntu Server 14.04 with Xfce desktop on top of it and I want it also to play music with VLC. However, no sound is coming out. There's also no sound from other media players I installed for testing. What I want is not streaming, but for the sound to come from the server box's speakers.

I believe I have ruled out hardware breakage, my guess is I haven't got the proper packages installed, although Xfce did come with a sound server installation.

I'm not new to Linux and Ubuntu, but I don't know the first thing about audio configuration and how to test it, I've only run desktop distros so far with audio all set up and ready. Can somebody give me some pointers on:

a) What packages need to be installed for VLC to be able to play sound?

b) What checks can I run if all the packages are there and I still don't get audio?