This doesn't seem to work at all:
cat /dev/urandom > /dev/dsp #from wikipedia.org
Is it because of pulseaudio? or I need to do some settings?
I'm not sure there is a simple device you can just send the bytes to these days - the /dev/dsp device is an old OSS thing and probably won't exist on a modern ALSA based system where the sound card is controlled by the devices in /dev/snd.
You're probably better off using aplay or something to "play" the data from /dev/random though you will probably need to give it a load of switches to tell it what format to assume the data is in. To make it play as if it were WAV data you want something like:
aplay -c 2 -f S16_LE -r 44100 /dev/random