@carlmart Which audio device is selected in the Program Preferences? Try, for example, Microsoft Sound Mapper and press the Apply button, after switching the Sound Device for it to be activated.
Assuming the audio files load and the waveform displays normally, Are the playback meters showing activity? Do PCM (.wav) audio files playback normally?
You are not stating much information for us to go on, please be more specific. What do you mean by "a new part in the SF Setup"?
btw, welcome to the Magix Sound Forge users community @carlmart.