What the option "Use Tray Balloons" in FreeDownloadManager means i.e for what messages tray balloons are generated? Attached is the screenshot
I never use tray balloons but I think they're displayed for basically the same things as sounds, mainly completed downloads and errors. A tray balloon appears in the lower right hand corner of the screen. If you're not seeing any, make sure you don't have tray balloons disabled with Tweak UI or some similar program. That could possibly prevent FDM's tray balloons also.