Edit: It goes without saying (right?) that you should check systemsettings > sound and make sure you're not muted, and have the proper output picked.
There's no reason to compile anything. As of kernel 4.18 or 4.20 (I don't recall which) the Soundblaster Z has been included. It's possible you just need the "linux-firmware" package.
Not knowing what kernel you're currently on, run the following in a terminal:
sudo apt-get install --install-recommends linux-generic-hwe-18.04 xserver-xorg-hwe-18.04 linux-firmware
And then reboot once done.
If that doesn't work, open up a terminal and type "alsamixer". If you have other sound cards in your pc, hit F6 and pick the one that says "HDA Creative", and make sure the different outputs aren't muted. Once you're done fiddling around, exit by pressing Esc, and then type "sudo alsactl store", fill in your password.