My sound does not work whe I try to turn up the volume it just show this
I tried looking on the forums but they didn't help.
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By default, without an external monitor and no headphones plugged into the MacBook Pro, the audio should come out of the built-in speakers and you should be able to control the audio with the built-in keyboard volume controls. If you hold down the ⌥ Option key while clicking on the audio icon in your statusbar, you should see this:
If, however, you have an external monitor plugged in via Mini DisplayPort or HDMI, and your monitor supports audio passthrough, then you may be running into a problem of the MacBook Pro seeing that monitor as the primary audio output device.
If your goal is to play audio through the built-in speakers, simply select Internal Speakers in the drop-down shown above and you will be able to control the volume again. It should look like this screenshot:
If your goal is to play audio through the external speakers, and your volume controls do not work, then that means your external speakers (or monitor's speakers) do not support the volume controls in your MacBook Pro, and you will need to control the audio through your speakers or monitor. There should be an audio control on the speakers, or you may have been provided a remote to use with the monitor/speakers.
Sometimes the sound won't work in Yosemite even though you've made the right output sound settings.
If that's the case, try resetting the PRAM by starting (or restarting) your mac WHILE pressing alt+cmd+p+r simultaneously. Keep holding the keys until you hear a second start up sound, then release the keys and let your mac finish its start up. When you now choose the right output device the sound should work.
I've noted that it's no longer possible to just plug-and-play some headphones that used to work just fine - sometimes you have to plug them in and then choose the headphones option in your output sound options.