Hi,
First make sure that the driver for sound are all installed properly but if haven't yet please go to the manufacturer's support site and you can download the drivers from there. Next to try and check if your headset it set as the default speaker where the sound should be coming out from.
- Right click on the speaker icon on the bottom right hand corner and select Playback Devices
- Once open if you have a sound playing you should see a green bar indicating where the sound is coming out from.
- To set your headphone as the default device just right click on it and select Set as Default.
- You may need to close the file that your trying to play and try again.