check your connections..
green to green
orange to orange
black to black.
all speakers should plug into the back of the subwoofer to the right ports which should be color coded i believe as well or labeled with two digit abbreviations. from the one speaker a triple line should go to pc with the three colors and connect up to the appropriate jacks.
assuming you have things connected right, go into playback devices and check that you have 5.1 selected (if you have two options.. you want the one with rear speakers not side speakers). do a speaker test. a test tone should play out of all 6 channels. if that does not happen then please do say so.
most content on the web is 2.0 stereo. this includes most movies, youtube, online games and...