If you choose to install Windows on the gaming portable, you'll need the audio drivers from Valve. Today, you can get any kind of audio on Windows without having to pair a pair of headphones or earbuds. The speakers and 3.5mm jack didn't work on Windows before today, and it blamed the delay on the company.
Both of the missing audio features should be enabled by this pair of new drivers. It took a while for the initial set of drivers for Windows to be released.
Are you ready to install Windows on your deck? I wouldn't say that. While Valve keeps squashing bugs and adding neat features on the Linux side of things, Windows was even more of a mess to start, and Valve has been clear that you're largely on your own if you go that direction. I had a lot of issues with Windows 10 a few weeks back, and while the Deck now has proper TPM support in the bios, I can't tell you if it's any better.
Please be careful if you open your deck.
I would wait for the dual-boot wizard to be released so I could add Windows without wiping the SteamOS installation first. You can swap out the M.2 drive for a different drive and keep the two OS separate, but be careful.
Windows doesn't have the same console-like trappings that make the Deck so good to begin with, particularly how you can get an instant window into your performance and battery life on the fly.
If you want Windows, I'd look into a dedicated Windows portable, especially once rivals react to the Deck with more powerful chips and lower prices.