Hopefully everything works OK, but here are some tips for the times when not.
There are a couple of scenarios where this might be the case. Here is a checklist:
Is Local Audio checked in Preferences?
If not, Quincy is routing all output to MIDI and there is no on-device sound.
Solution: Open the Preferences window and check Local Audio in the Audio pane.
Are any voices or rhythm units checked in the current module?
Modules allow to mix and match voices and rhythm units. If, however, none are checked as seen above, there will be no audio or MIDI output.
Solution: Check a voice or rhythm unit in the current module.