Here are the screen copies from Zion++ so that you can see how it looks like.
The disable sounds button in the toolbar disables all sounds.
The good thing with the option I'm talking about is that you can disable sounds from the window you are monitoring, not from others.
For example, I am chatting via PM with a user, so I disable sounds for this window. But I still need sounds to tell me when someone adds something to the OP chat.
Considering a quick first time startup guide is a really good idea. But I've no idea how you can manage this .