In Windows 3.1, MIDI Mapper may be configured incorrectly.  

MIDI Mapper directs the output of the 16 channels of MIDI information. 
Sound can be directed to output (play) through the sound card's speakers 
(frequently referred to as "FM Synth") or through speakers attached to the 
MIDI keyboard via the MIDI Out port.)  

Open MIDI Mapper (located in Control Panel in the group Main) and select 
Edit.  Most likely, some of the channels in the port column have an Output 
assigned to them and others say None.  Change these channels from None to 
the source you would like the information to play to. 

If you are unable to play these files after editing the MIDI Mapper, try 
using Microsoft Media Player (located in the Accessories group.)  

If the files do not play with this program: 

* Speak to the person who uploaded the files to you, as they may not conform 
  to the General MIDI standard 
* Check with the manufacturer of your sound card to request technical 
  assistance.

All Systems
-----------
Open the Setup window and check that the Play Base and Play Extended 
arrangements are selected.  

Note: Some of the musical examples are extended arrangements.  Base-level 
      sound cards are unable to play extended arrangements.  This is a 
      limitation of your sound card hardware and cannot be altered in the 
      Discovering Music program.