Is sound important to play in Arena and Daggerfall? I would like to download them, but my speakers don't work.

Not very in Arena, instead it's (at least for me) a main element of Daggerfall's atmosphere (especially in dungeons) and I'd never play it without sound.

The music is a huge part of DF for me, it sets the mood better than any other ES game. But apart from just atmosphere, it really helps in dungeons as you can hear the monsters, so you can tell what they are and how far away they are. Particularly helpful if you're in there to kill a certain monster and can hear its sound when you're near it.