I am also looking to retrofit a DCC equipped On30 4-4-0 with sound and have been wondering if the AE32019 mentioned which appears to come with speaker is a plug and play installation or if tender mods are necessary.  I realize the standard supplied decoder will likely have to be removed.

If it is not a direct fit then there are a couple of Soundtraxx options I would consider.

I'm not adverse to doing a complete install but would prefer the less work option if it is possible