If you're talking DOS versions (the ones GOG sells), there isn't supposed to be any music until Ultima 6.
Ultima 3, 4, and 5 had music on other platforms (some of which is quite good, actually), but the soundtrack is unfortuately completely absent in the DOS versions; this is due to the hardware limitations of the time.
Ultima 1 and 2 never had any music in any version released in English; apparently some Japanese releases did have music, though not from the same composer. (Console versions of Ultima 3, 4 (NES), and 5 also had different soundtracks; I personally prefer the computer version soundtracks, but the NES soundtracks for Ultima 3 and 4 are at least serviceable.)
There exist unofficial upgrade patches for DOS Ultima 3-5 that, among other things, add music from the other computer ports to the DOS version, if you want to play these versions with music.