Problem: I dont have sounds after buying OF, my units dont speak when I select them and I miss the OF-campaigns/armies

Solution: You probably only added the OF-key to your CoH-installation.
You need to uninstall CoH and reinstall OF , patched CoH lets you use the new factions in multiplayer when adding the OF-key, but they do not have the speech files and other content.

For any other issues regarding installation of Opposing Fronts, refer to the Opposing Fronts Technical FAQ and Quick Fixes.