I’m new to ToonBoom’s applications, so this question might sound stupid, but how do I activate that thing were when you manually move the marker in the timeline when you have audio on it, it plays the small audio piece that would play on that frame?
Hi! It’s called sound scrubbing, (listening to a sound wave broken up frame-by-frame). You can activate it by using the Sound Scrubbing icon in the Playback toolbar (looks like a speaker with an S in front of it) or selecting Play>Enable Sound Scrubbing. Checkout p.142 of the Harmony Fundamentals Guide. 
http://docs.toonboom.com/download/harmony/12/ESS/HAR12_Essentials_Fundamentals_Guide.pdf