If there is only one instance of the sound class, then you need not use a class for it. A standard module would provide all the functionality you seek, while consuming fewer resources. For example, in a module you might have:
Code:
Option Explicit
Public Enum Sounds
  Sound1
  Sound2
  Sound3
  Sound4
End Enum

Public Sub Play(Sound As Sounds)
  'Play the sound
End Sub
Then, from anywhere in your application, a sound could be played like:
Code:
Module1.Play Sound3
You can also use a unique name for the Public Sub, in which case there'd be no need to specify the module name.

If you use a class for the sound, then you'd use it this way:
Code:
Dim S As clsSound

Set S = New clsSound

S.Play Sound3

Set S = Nothing
If you want a sound class to be within a game class, then it could work like this:
Code:
Dim G As clsGame

Set G = New clsGame

G.Sound.Play Sound3
Yet another way to do it, the syntax would more closely resemble what you've been asking:

In your sound class:
Code:
Public Sub Play()
  'Play the sound
End Sub
In your game class:
Code:
Public Enum Sounds
  Sound1
  Sound2
  Sound3
  Sound4
End Enum

Public Function Sound(S As Sounds) As clsSound
Set Sound = New clsSound
End Function
Then you'd use it like:
Code:
Dim G As clsGame

Set G = New clsGame

G.Sound(Sound3).Play