Many Shutterstock video’s do not have sound. I suggest that if you are after sound, check the video before downloading by clicking on it so that you can check the sound while previewed on the Shutterstock pages.
Let us know if the previewed video DOES have sound and after download it does NOT have anymore (in the timeline). In that case, I would suggest the “normal” tests like: does the PC play sound at all; not on mute, other videos give sound in the SAME timeline (if not the sound may have been disabled). Etc.