Is this a new problem, did it function properly before you had this issue?
There is normally a signal routing matrix for home theater receivers. Make sure you have matched the desired video input with the appropriate audio input.
For example, if you are using an HDMI, make sure the receiver is using the audio from the HDMI connector and not an optical jack or analog jack.
What devices are you attempting to use that have no audio? And what cables are you using for each device?