Adc~/dac~. To make sounds immediately on max is pretty easy. The direct link to loudspeaker is your dac~ object (digital to analogue conversion).
Max comes with several objects ready to make sounds.
Oscillators: Cycle~, saw~, rect~, rand~
noise~ is another very useful object that creates plain white noise. You can use it many times with subtractive synthesis or in some “glitchy” experiments.
These oscillators play a sound at a certain frequency at full blast (except noise~, where you cannot set a frequency). Connect their outlet to a gain~ object and then the gain~ object to a dac~ to control their volume.
To control volume gain~ objects gives you a standard control. If you need to be more specific, and you will need to, the object you would use is the multiplier object *~.
meter~ object is also very helpful, to check the levels you are sending out.
Try connecting oscillators, volume control, and dac~ and see what sounds you can make. Don’t forget that for each object you can access contextual help (CTRL+CLICK) within Max, to learn more in detail how to use them for producing more interesting sounds.