If you can get the sound in Keen 5 but can't get it in Commander keen 6 : Alien's ate my babysitter with vdm sound (vdms) there is a way to get the music.
First if you have a vdms keen 6 shortcut, you have to check one thing. Open the program>configure>music. If 'no sound' is selected (green dot) and you can't select adlib then you have to delete the shortcut. This is because you can't deselect 'no music'.

Use vdm sound again on the original keen6 file. But make sure in the original both configure sound and music options are set to soundblaster.
Select return to demo. You should be hearing the music (wait for it some of them have a long pause in the beginning) but also with the 'pc sound' sound effects.
You can deselect the 'PC sound' effects, but remember to turn it back on before you quit or next time the no sound option in "music" will be selected and you have to start over.
If you like you can even look at the music option and you will see 'no sound' is not selected even if adlib is can't be selected.

It's probably a glitch. Does this work for you? 😀