Alison, it sounds like you may have sounds mode activated already.  I'm not sure why it's inconsistent in Zoom though. However, the way I do it is open the JAWS setting centre, then search for Forms Mode Sounds. Then F6 to settings pane, then tab to the Enable Sound Notifications checkbox.  Select it. Once it's selected, two buttons become available immediately following it. The first is to select the sound for entering forms mode. The second is for selecting the sound for when leaving forms mode.  Activating the buttons will cause a dialog with list view of sounds to appear, along with 4 buttons, including a play button and browse button if you want to add your own sound effect.