The gunshot sounds, engine noises, police sirens, and CJ’s dialogue are stored in massive archive files, usually within the SFX folder.
Cause: The game cannot find the audio bank or the file structure is corrupt.
Fix: Delete the .set file in the San Andreas User Files directory (usually in Documents\GTA San Andreas User Files). The game will regenerate it. Also, ensure in-game audio settings have radio volume up.
Here is the critical part: copyright. You cannot lawfully download the complete, copyrighted audio files GTA San Andreas download from a random website without owning a copy of the game. Most sites offering full radio station packs are technically piracy.