...at the same time a character starts talking? And use a sound? How about using a sound in the middle of a sentence when a sound has already been used?

Welcome to the forums.

You can do that by pressing the "flash" and "shake" buttons when editing text. They are represented as: [#s] and [#f]

Thanks.

But when I do that, it plays the sound effect, flashes, then shakes, then the text starts. I want that to happen all at once.

You can't flash and shake at the same time.

As for using sounds in the middle of a sentence, that's what text merging is for