If you like to hear sounds like when Windows starts up and shuts down, and it is set to play the sounds, leave everything as it is.
If, on the other hand, it annoys you and you want to stop it, it's easy.
Go into your Control Panel and select "Sounds and Audio Devices"
Click on the "Sounds" tab.
On the drop-down menu in the Sounds Scheme box, choose No Sounds.
Then say "No" if you want to save the previous scheme.
Press "Apply" and then "OK".
I you don't want the Sound icon in your taskbar, on the first page that opens you can uncheck the "Place and icon in the taskbar" box.