Where the heck did it go....?
The "audio device" is the audio driver. It's an installable/uninstallable program. The Audio driver is, or should be, available on your board manufacturer's web site. If the board does not support audio on it's own, then it will be necessary to install a sound card, such as one of the "Creative Sound Blaster" series or similar. With older motherboards this is sometimes a way to better/multi channel sound