In order for a CD to be heard from your sound card first check to see if the CD Audio is muted by going to start->settings->control panel->sounds and audio devices then click on the advanced button in the Device Volume. If CD Audio is muted, uncheck.
If it does not work then make sure that the MPC to MPC cable is connected from your CD drive then to your sound card. If you notice that your CD Drive only has the IDE ribbon and the power cable attached then you might want to stop by your nearest CPU Store and pick up an MPC to MPC cable (CD-Rom Audio Cable)
As far as DVD
It's difficult to say. Does your computer meet the requirements of the DVD drive? Do you have DVD playing software installed? PowerDVD is a great one to check out if not.