When logged into a Remote Desktop session, you can request the audio be brought to the local computer (redirected audio). You hear the audio generated by your session. Is there anyway to have the audio generated by other sessions also redirected and forwarded to the local computer?
I believe you're looking to create a setting in group policy to manage this. Either through active directory, or a local machine policy if you're not on a domain. (Sorry I'm not in a position to be more specific, but hopefully that gets you started)