Screens relies on the industry-standard VNC network protocol, which does not include support for audio. Therefore, using Screens to listen to music playing on a remote computer, browse audio-dependent Web sites, or send voice commands to the remote computer are not supported.
Video data is transferred to Screens as part of the remote display, so watching streaming video or playing video files is a matter of course. Just keep in mind that you won't hear any audio tracks that might accompany the video (see Audio Support above). Note that higher frame-rates and resolutions equal more data to push across the network, so these factors may affect display performance in Screens.