Do you have access to the configuration of your virtual server? It's possible that you can install it if you have that kind of access.
Otherwise, you'll need to contact the provider of your virtual server to see if they have enabled the audio card in the configuration.
Do you know what virtualization software they are using?
EDIT: Keep in mind that if the host machine (the physical server) doesn't have an audio card then you may not be able to have one on the virtual server.
---------- Post added at 11:21 AM ---------- Previous post was at 10:59 AM ----------
Looks like there may be another part to this:
Enabling Audio Mapping for Remote Desktop/Terminal Services