Let's make sure you're using the controller properly. Assuming your train is address 3:
1) Select 3 on the controller, 3 lights up solid
2) Momentarily press the function button, 3 blinks
3) Momentarily press the 8 button, this should toggle the sound (either on or off), no change to the controller
1) Select 3 on the controller, 3 lights up solid
2) Momentarily press the function button, 3 blinks
3) Momentarily press the 8 button, this should toggle the sound (either on or off), no change to the controller