Looks like to get the audible tone to work the terminal window needs to be inactive. So open up a terminal windows and launch ping with
ping -a ipaddress
and then select a different window. Once the IP is available it should put out an audible tone.
Open up Windows Firewall with Advanced Security.
You can do this by going to
Control Panel –> System and security –> Windows Firewall –> Advanced settings
Or hit the Windows key and type in firewall and hit enter
Select Inbound rules and then add a New Rule. On the New Inbound Rule Wizard select Custom for the type of rule and hit next. Allow All programs and then hit next again. Select ICMPv4 as the Protocol type and if you want you can specify the ICMP types by clicking on the Customize button. Finish running through the wizard give it a name etc. and click Finish when your done.