None of the S2421HS/S2721HS/S2421HSX/S2721HSX monitors have built-in speakers. They all have the Audio line-out port which is used with powered external speakers.
Hi,  I just purchased the Dell S2421HS monitor to connect with my Mid 2011 Mac Mini (macOS High Sierra 10.13.6). My Mac Mini is connected via HDMI to S2421HS. I can choose the S2421HS as my audio output source on my macOS, however there is no sound/audio coming out from the S2421HS speakers? Internal speakers on my Mac Mini is working fine. I also notice that my S2421HS menu is missing the sound option. Is there an issue with macOS sound output to S2421HS via HDMI? Is it a hardware or software problem? If a software problem, could I install a third party software to overcome the problem? Would it be possible to get sound on the S2421HS if I connected my Mac Mini by Thunderbolt to Displayport 1.4? Or would the Thunderbolt to Displayport also give the same audio problems I have with HDMI cable? Appreciate any advice. Thanks.  
S2421HS, mid 2011 Mac Mini, no sound