streamlit lottie works fine on streamlit cloud. You just have to add streamlit-lottie in your requirements.txt and it will be installed.
This is a small app deployed on my server using st-lottie here
And winsound doesnot work on streamlit cloud. The reason behind this is that,
The winsound module provides access to the basic sound-playing machinery provided by Windows platforms . And it comes automatically with windows version of Python. So, on server we dont have anything like windows or its sounds, so that is the reason for not supporting winsound.
Thanks @ilovetensor and @Goyo for the quick response / solution. That was a rookie mistake - using st-lottie instead of streamlit-lottie in the requirements.txt file.