Is there any scriptures says that a baby when in mothers womb can also hear sound?
Hindu scripture describes at least two instances where a baby could hear sounds from its mother's womb:
Prahlada received information from Narada about Vishnu in his mother's womb, which is what caused him to become a great devotee of Vishnu. Here is what he says in this chapter of the Srimad Bhagavatam:
Nārada Muni delivered his instructions both to me, who was within the womb, and to my mother, who was engaged in rendering him service. Because he is naturally extremely kind to the fallen souls, being in a transcendental position, he gave instructions on religion and transcendental knowledge. These instructions were free from all material contamination. Because of the long duration of time that has passed and because of her being a woman and therefore less intelligent, my mother has forgotten all those instructions; but the great sage Nārada blessed me, and therefore I could not forget them.
Parashara learned the Vedas from Vasishta in his mother's womb, as described in this chapter of the Adi Parva of the Mahabharata:
As she neared him, he heard the sound from behind of a very intelligent recitation of the Vedas with the six graces of elocution. Hearing that sound, the Rishi asked, 'Who is it that followeth me?' His daughter-in-law then answered, 'I am Adrisyanti, the wife of Saktri. I am helpless, though devoted to asceticism.' Hearing her, Vasishtha said, 'O daughter, whose is this voice that I heard, repeating the Vedas along with the Angas like unto the voice of Saktri reciting the Vedaswith the Angas?' Adrisyanti answered, 'I bear in my womb a child by thy son Saktri. He hath been here full twelve years. The voice thou hearest is that of the Muni, who is reciting the Vedas.'
Yes, Ashtavakra also heard the voice of his father and even responded to him. It is mentioned in Mahabharata, Vana Parva, SECTION CXXXII.
The sage Uddalaka had a disciple named Kahoda of subdued passions, and entirely devoted to the service of his preceptor and who had continued his studies long. The Brahmana had served his tutor long, and his preceptor, recognising his service, gave him his own daughter, Sujata, in marriage, as well as a mastery over the Shastras. And she became with child, radiant as fire. And the embryo addressed his father while employed in reading, 'O father, thou hast been reading the whole night, but (of all that) thy reading doth not seem to me correct. Even in my fetal state I have, by thy favour, become versed in the Shastras and the Vedas with their several branches. I say, O father, that what proceeds from thy mouth, is not correct.' Thus insulted in the presence of his disciples, the great sage in anger cursed his child in the womb, saying, 'Because thou speakest thus even while in the womb, therefore thou shalt be crooked in eight parts of the body.' The child was accordingly born crooked, and the great sage was ever after known by the name of Ashtavakra.