Ah, I see. Most, if not all of those, should control things when Fn is pressed, without any issues. They should work system-wide. Since they don't, the only thing I can assume is wrong is an incorrect driver setup for the Fn keys. Each computer is fairly different, and they require the exact drivers for things like Fn keys, because they're normally manufacturer (or individual model) specific, due to the nature of their use. The main ones (volume control, touchpad,) are most likely working properly due to the drivers for the specific devices (sounds and touchpad) being the correct drivers.
If you have Windows installed driver updates, they may be the incorrect ones for your system, in the fact that they work to allow you to use the hardware, but the keys associated with them aren't working properly as a result. You'll need to check your driver versions, who the "publisher" of the drivers are, and compare them with the drivers available from the manufacturer of your machine. If you require help finding the correct drivers, you'll need to give more information. Specifically the exact make and model number of the machine in question. (If it has numbers or name near the monitor somewhere, these are specific, but not always specific enough as there are usually several different designs of the same base model, so you'll have to find the specific model number for your machine, either on the bottom of it, or through the system itself.)