You can also connect the projector to an amplifier with speakers.
Set the Audio Out Device setting to Projector in the projector's Signal I/O > HDMI Link menu. When an audio/video system is not connected to the projector, audio is output from the external speakers even if Audio Out Device is set to AV System.
If you want to output audio from the external speakers when the projector is turned off, you need to select Always On as the A/V Output setting in the projector's Signal I/O menu.