Hi,
make sure you have also downloaded and installed the sounds, not just the program, from my.presonus.com. Check within Notion Preferences>Audio, that the program has the correct folder selected. Click the 'locate samples' button to force Notion to rescan if you have.
There may be other audio driver issues on you specific computer - please create a support ticket from your my.presonus account and we can help you further.
-Chris