you want to run through the standard checklist for sound problems
go to device manager, make sure the soundcard is recognized and functioning properly.
check windows mixer and make sure all volumes are turned up, not muted
check sound and audio devices in control panel, make sure correct sound card is selected for use, active, speaker settings correct
plug headphones directly into back of computer, to see if sound is coming out.
make sure your plugged into the correct jack, typically colored green, if no color should say line out or out 1, etc.
if sound coming from headphones, then make sure amp selected to correct input source
let me know how all that goes, and if it works or not!