It does appear to have a sound device on the motherboard. Can you look in device manager for a yellow exclamation point that might also say "unknown device"? If so, you just have a missing driver. It may be available from the Gateway site.
I was given a gateway notebook mx6025 and there is no sound. There is no sound icon and no sound device listed under audio and sound devices on the control panel. I think I need the actual mixer/device,not just the driver. Someone please help. I contacted gateway and they just said they couldn't help me because it was no longer under warrenty, and when I search their site I only get a few listings for drivers and hardly any for windowsxp.