Bought the game here at GOG, installed it, runs fine in win7, but as soon as I start the tuturial or the campaign there is no sound, tried the game in win98, xp, win2000, but stil no sound, any suggestions?

Just tried it. Same problem.
Changend compatibility mode from Windows 7 to Windows 98 / ME and I now have sound.

Right click on game.exe in \GOG Galaxy\Games\Blitzkrieg -> settings -> change settings for all users -> compatibility mode.

Worked for me with Windows 10.