Question: The [ping manual](http://manpages.ubuntu.com/manpages/maverick/en/man8/ping.8.html) says that `ping -a` will generate audible pings, but when I try this no sound is made.

What am I doing wrong?

Answer: 
Because the question is not specified for Unity only, I'll make a little hint about KDEs Konsole. You just should specify a sound for a "Bell in Visible Session" which is under *Settings -> Configure Notifications*. For example I'm using sounds from */usr/share/sounds/* section. I don't remember is there such an option in Ubuntu's Unity terminal.
If you are using Terminator as terminal on Ubuntu 18.10, left-click the Terminator, select preferences/profiles, and there is the audible beep option.