The program below shows how to use the sound sensor to control the led. Connect the Sound sensor to analog port A0 and the LED to port 12.
The potentiometer is used to regulate the gain of the output signal. 
The larger the potentiometer, the larger the output signal. If the sound of the environment is bigger than the threshold, then the Led will be turned on.

const int ledPin =  12;      // the number of the LED pin
const int thresholdvalue=400;//The threshold to turn the led on
void setup() {
     pinMode(ledPin, OUTPUT); 
}
 
 
 
 
void loop() {
  int sensorValue = analogRead(A0);//use A0 to read the electrical signal
  if(sensorValue>thresholdvalue)
  digitalWrite(ledPin,HIGH);//if the value read from A0 is larger than 400,then light the LED
  delay(200);
  digitalWrite(ledPin,LOW);
}