By audio device do you mean the software to make the sound work?
Right click on the 'my computer' icon. Click on properties. Then click on 'hardware' or 'device manager'
In the window that then opens it will list all the hardware and drivers in your computer. If a particular piece of hardware isn't working correctly because of missing drivers there will be either a yellow or red warning symbol alongside its name (i.e .. sound .. video..).
Click on the name of the hardware/driver that has a yellow or red warning mark, then choose 'update driver'. Your computer will then search itself and the internet for a suitable driver.
If it can't locate any drivers, try manually downloading the drivers from the manufacturer's website. You have to know what make of sound card/audio chip is in your computer.
Try a driver scan by downloading a scan program http://driverplex.com/wp-content/uploads/2009/08/all-drivers.php?brand=Audio&tid=se-en-uk-3001462
If it can't fix your problem it may at least identify what driver you need. Then go to the manufacturers website and download the drivers.
One of the most common audio drivers is Realtec AC 97. try a download. If its the wrong driver for your computer it won't install and you won't cause any damage.