I think you need to be more descriptive.
Are you using the Xbox360 VGA cable?
Does your monitor have speakers?
You're going to need to hook the audio up to some sort of external speakers. If your monitor has built-in speakers, you can do this, or you will need external speakers.
If your speakers don't accept input from the red/white RCA audio connectors from your Xbox, you will need to also use a RCA to 3.5mm adapter/converter.