It seems to work quite well in Linux, provided it can reserve an ALSA device (Ren'Py apparently doesn't understand PulseAudio or PipeWire audio systems by default). Have you tried running it under WSL? If your audio isn't working in Windows, you probably still won't get sound, but as long as Ren'Py thinks you have a usable audio device you should still be able to see the animations.
n.b. In actual Linux, it's easy to create a dummy audio device with no underlying hardware. I'm guessing that this is also true in WSL, but I have not tried it.