All good questions and they did lead to the answer. Thanks!
I am embarrassed
to admit that the explanation was very simple ... monitor does not have built-in speakers (I assumed it did) and I did not have speakers plugged in to the audio-out connector of the monitor.
Plugging speakers into the monitor confirms that sound via HDMI does work.
So, yes, sound is enabled on the monitor (there is mute and volume control) and the HDMI cable is adequate for this combination (I haven't heard of an HDMI cable where sound doesn't work - as far as I know sound data is just carried on the same pins as video data, interspersed).
(Like the person who started this thread, the HDMI device does not appear for me automatically in the Sound settings but we have a workaround for that.)
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