You can type /DKSounds or /DKS for options, or you can open menu in-game, select Interface and Addons tab and you will see what you can enable / disable.
So you can have the messages (this checkbox it's for all messages), if you like it, or disable it.
Since I have more abilities you can enable / disable the sound for each one, so you have:
Death Grip: The lich king - There is nowhere to run! & Give in to the darkness!
Strangulate: The lich king - Nothing will save you!
Raise Dead: The lich king - Arise!!
Blood Boil: The lich king - No mercy!!
Blood Strike: The lich king - Strike it down!
Scourge / Frost / Heart Strike: The lich king - Suffer insect!
Obliterate: The lich king - DIE!
Pestilence: The lich king - Suffering
Summon Gargoyle: The lich king - Cowardice before my terrible creation!
Horn of Winter: The lich king - APOCALYPSE!!
Unholy Blight: Frost mourne - wispering
Death Knight Mounts: The lich king - Remember who owns your soul
Cannibalize (for Undead DK): The lich king - HUNGER! & Feast on the flesh of the living!
Army of the Dead: The lich king - Your master calls!