You set the settings for a soundcard in the Audio and MIDI settings, just like you must have done in Analog Lab, if you have sound for that.
You also need to choose your controller for Spark in the setup. It's called OUTPUT. There also is a Advanced settings button to access the samplerate and buffer settings.
This is when you use Spark as a standalone application.
Are you in a DAW, and can you use you controller and get sound for anything at all there? Controllers and soundcard shall also be set up for the DAW/ Host in it's preferences for things to work.
Not all notes give sound. Only notes that is assigned to a pad does. You can see (and change) the assigned midi notes numbers, if you press CTRL+ mouse click on a Pad. Try to play midi note 60-75.