DVI standard doesn't support audio officially. Some graphics cards support non-standard audio-over-DVI. Search for audio settings at your BIOS / EFI. It's basically no LE problem.
Chances are you won't find such audio settings. I suggest an USB audio interface. Those ASIO interfaces for musicians work fine. The ASIO driver is part of LE's Linux kernel. Other drivers need some research whether they work with Linux.