Search for "Sound" in the Windows 8 Start menu. Select the "Settings" option.
Select the "Hear a tone when keys are pressed" option with the blue circle icon in the top left corner of the window.
Check the "Turn on Filter Keys" box in the top of the new screen.
Click in the blank box labelled "Type text here to test settings" to make sure that everything works. Make sure the "Beep when keys are pressed or accepted" box is checked under "Other settings" if nothing happens.