They can if you purchase and install Airfoil by RogueAmoeba. It can "hijack" any audio and send it to an Express. Or an iPhone, iPod Touch, iPad, etc. And it can compensate for some delays (say if you want music to synch between your computer and the speakers attached to the Express, or video). But when you send system sound there's necessarily a delay, so for Finder sounds even that little delay is annoying. But try it and see if it works for you.