It's problaby packed in a file that takes up much space, use some kind of packing program like winRAR to open up the files from the cd or were you installed doom that you think is the sound file. It's very rare now days that you find a file named "sounds" so keep looking if you don't find it...
Sometimes the developers don't want their sound effects to be stolen so they hide them in the windows filemap but i wouldn't recommend you searching there. You might fuck up your computer if you do that