Does the following link match your device?
https/www.newegg.com/Product/Product.aspx?Item=292-003P-00001
And you have it configured for receive (Rx) correct?
What are you using as the source bluetooth transmitter?
Do the headphones work on other devices?
If so, and if you are certain that the pairing is indeed established then doublecheck all audio configuration settings on the audio source.
E.g. default audio device, mixer settings, mute, ....