No sound on my Linux laptop

I have no sound on my laptop. When I go to Settings.... Sound...., under Device it says Dummy Output. I can't see any way to change this. When I saw Linux on a friend's laptop, he had a drop down menu of what I took to be various ways of outputting sound. I don't have that menu. Bottom line is that I don't know if it is a fault with the laptop or the way Linux is set up which is preventing me from getting sound.
Any ideas anyone?