macOS comes with a remote desktop application called "Screen Sharing." It is essentially a VNC server and client, and it works really well.
Unfortunately, VNC protocol doesn't include sound, hence neither Screen Sharing for macOS or other VNC clients.
I needed a way to be able to hear various application notifications through Screen Sharing, as well as watch videos or any media hosted by my company. To solve this problem, I came up with a way to support forwarding sound between two Macs.
The idea is to use BlackHole to capture output audio, record it with SoX, and pipe the output to the play
command (from SoX) on the remote client. It's not an ideal setup, especially since there's about a second of lag, but it's sufficient if you need to remotely watch videos or hear sound for whatever reason.