Does VA allow you to use a sound if you successfully spoke a command that VA recognizes?
Not for all commands at once, no.
You can add a "Play a Sound" action to the your commands manually, but there's no setting for either executing a command or playing a sound when a command is recognized.
The "Execute a command each time a dictation phrase is recognized" option(profile specific, so found under the profile options) only works on dictation phrases(as the name implies), not commands.