Josh,
Looking at your attached graphic, that toolbar is the "standard" geocoding toolbar included in ArcMap. Right-click on a blank area of the toolbar/menu and you can turn on/off various toolbars, including 'Geocoding'. You can also access the same list via the Customize-->Toolbars menu.
That said, your original issue is that nothing is found when you type in an address. The toolbar defaults to the World Geocode Service (ArcGIS Online). Is it possible that this address is not captured by the data that locator is built from? I ignore that locator and instead use the locators built against our data. You can drop down the left-most list in the toolbar and select "<Manage Address Locators...>" and select your own locator(s) to choose from.
After another look at your graphic it appears that you are pointing it to a different locator than the default, so maybe what I wrote above is info you are well-informed about. When was the last time that locator got rebuilt? If the address shown in the graphic is a new addition to your streets data, a match may not be found until you rebuild the locator's indexes. Also, is the locator set up to need a city/state/zipcode? That may be another reason for no results being found. As for the Windows sound, I've never come across that. If the locator doesn't find a match it simply indicates that in a tooltip--at least in my experience.
I don't have the Address Management add-in installed. Since you mentioned that you do have it installed, maybe there is some conflict between the add-in and the "regular" geocoding toolbar (i.e. either a bug or by design).