The Duolingo administration decided not to provide audio for the Klingon course.
(Edit: Audio capability has been added to the course and we are slowly adding audio to many of the sentences.)
There is a Skill a little bit into the course which teaches the names of the Klingon letters and has a description of the pronunciations in the Tips & Notes. If you want to check out some additional ideas for learning the pronunciation, check out the thread at: https://forum.duolingo.com/comment/26605745
If you want to read about the other known issues in this course, read the post at: https://forum.duolingo.com/comment/26778885