To install racket sound library:

Go to File -> Package Manager.

Click the "Available from Catalog" tab.
Click the "Update" button.

When the updates are done, type "rsound" in the "Filter" field.
Click the rsound package (likely the first one listed), and press the
 "Install" button at the bottom of the window.

The installation is done when a check mark appears beside the rsound
 package in the package listing.  After that, you should be able to return
 to the main DrRacket window and run the starter code without issues.