No - only video. You need to take an audio line out to an external device.
"When I select my external monitor (firewire camcorder) I only get the image, no sound..." - This could be worrying. However, when you Print To Tape the audio SHOULD be there. In any event, it is not advisable to have your cammy used as a preview device. 1) I don't know about your cammy's screen, but if it is anything like mine, I wouldn't use it for Previewing quality 2) It is also not advisable to use your expensive cammy to Preview as you would need to assure yourself that the motors, rollers, guides and other bits 'n pieces aren't in "PAUSE" mode as this COULD lead to premature wear and tear on your prime source of gathering your masterpiece - yes?
The other thing is that to Preview on a TV screen will give you a better Look 'n See option than a cammy preview screen - I use a really cheap 2nd hand telly to get a look and feel of the stuff - yes?
I wanted to use Vegas for some video projections during a show. With an Ibook, I have only onw connection to do. I connect it to a panasonic dv VTR which is connected to the projector. The video and sound are then sent insync.
I guess I could do the same thing with Vegas but I would have to use my soundcard output and adjust the sync offset to be sure the video and audio are insync. With the Ibook I used Imovie2 and it worked very well. I wonder if Vegas would be able to sustain a 29.97 frame rate all over the show.