I am playing a story that is supposed to have sound but I can't hear it.
Good news is that it is not you, your iPad, or us. Most likely your iPad is muted or your sound is too low.
Make sure your volume is turned up all the way.
Make sure the rocker switch above the hardware volume buttons is set to ON, (there should not be an orange dot when looking from the side.)
If your problems persist don't feel bad. Most likely it is due to the confusions relating to how iOS treats the mute state. See Apple Side Switch support page for more information.
How can I play stories on AppleTV?
Use AirPlay Mirroring.