From time to time, someone opens a ticket in the Cyberduck Bug Tracker, requesting that a sound should be played once a download or upload is complete. I always close these tickets with a wontfix/worksforme resolution.
The workaround is to download Growl. After installation, restart Cyberduck and open the Growl Preference Pane in the System Preferences. Navigate to Applications → Cyberduck → Configure… → Notifications → Select a notification (e.g. Download) → Choose Play Sound…. Then pump up the volume of your speakers and transfer some files with Cyberduck.