To give you the best answer, we really need more information.
-What scale?
-What locomotive and manufacturer? It sounds like you've got an Athearn?
-How realistic do you want the sound to be? An exact match for the type of locomotive and prime mover, or are you content with "generic" diesel or steam locomotive sounds?
-Do you have experience installing DCC, i.e. soldering connections? Most DCC sound decoders do not have speakers attached; you will need to get a speaker and attach it to the decoder yourself. However, there are a few that include pre-wired speakers, such as from Digitrax. Do you need pre-wired speakers?
-Do you know if your locomotive's lightbulbs (headlights) are compatible with DCC? Check the instructions if you're not sure what we're talking about here.
Off the top of my head, I can't think of many current production 9-pin harness decoders that include sound. I think TCS makes one, possibly also Digitrax. Another option is to get an adapter. For example, Soundtraxx has a 9-pin to 21-pin adapter that would allow you to use one of their modern 21-pin decoders with your locomotive.
Easily adapt any SoundTraxx 21PNEM decoder to an NMRA 9-Pin DCC "quick plug" equipped model. This adapter can also be used with SoundTraxx 9-Pin JST power harness (p.n. 810069) to create a universal-style decoder. Dimensions: 22.5 x 16 x 7.5mm Support for up to 8 functions Solder Pads for...
soundtraxx.com
However you would still need to attach a speaker.