On Apple devices you must ensure you are not in Silent mode or else the coached audio, coached music and nature sounds will not play. You can use Control Center to toggle this.
On iPhones and older iPads, you can swipe up from the bottom of the screen to reveal control center.
On modern iPads, you swipe down from the top right of the screen to reveal control center.
Once the control center is revealed, you can toggle the silent mode off using the bell icon.
Note: On some devices you will not see a bell icon because instead there is a physical switch on the side of your device which toggle silent mode.