Looking at the specs on the Foxconn site there is definitely a connection for the internal speaker.
It will be with those for the Power and reset switches on the front of the case. Have a look where those wires go and there will be a wire with them for the speaker which will connect in the same pin connector block.
Looking in that bottom corner, there is a 'front panel' connector that has points for the Power led, HDD led, pwr switch, reset (not available on my case) and one called 'empty'. This last one might have been destined, at one time, to be an 'int spkr' - but it's not labelled as such.
PC is going to be off for a while tomorrow, so I'll open up and have a look at the board - rather than the picture - then. From the picture, though, there is no real sign of anything else (or room for anything else) in that are. However, a visual check with reinforce - or not - what may be lurking around there.
Never had post beeps on my zoostorm either. ECS 915pl-a2 board. Got used to not having the beeps over the years. As for caps lock etc., beeps then control panel- accessibility options and tick the 'use toggle keys' box and click apply.