I work on SoundJS and can confirm it works from servers, as you can see in the examples.
As the above comment says, the best place to start is in developer console in your browser.
Potential sources of the issue are not including or having the wrong path for the js files that are loaded in the script tags, not including / wrong path for the sound files, and possibly but unlikely not setting the correct mime types on your server to properly return audio files.
Hope that helps.