Q5.2.1: How do I turn off the sound?

Add the following line to your init.el:

(setq bell-volume 0)
(setq sound-alist nil)

That will make your SXEmacs totally silent—even the default ding sound (TTY beep on TTY-s) will be gone.

You can also change these with Customize. Select from the Options menu Advanced (Customize)->Emacs->Environment->Sound->Sound... or type M-x customize RET sound RET.