I got to the helicopter part and while I was playing the sound completely cut out. So I went into the options menu, but it says it has sound. I also trying reconfiguring the sound in the out of game settings, but no luck their either. I've tried pressing the M key. And the sound works fine on my computer as I can hear music and sounds when using any other application.

Update:
I've tried re-installing the game, and it still has no sound.

Discovered the issue. I have an account called Root with Administrative access rather than giving myself administrative access. Because of this all the configurations files were actually being saved to

C:\Users\Root\AppData\Local\Daedalic Entertainment\A New Beginning - Final Cut\

rather than the my app data local of my current user. So when I did the out of game configuration edit, it was editing on my local user rather than on Root. Problem was fixed by just deleting the config.ini in Root's AppData.

[Edit]
There is also a crash report in that directory which is probably what caused the no sound issue in the first place.