Headphones don't always show. Try right clicking (when they are connected) on the "Speaker" icon in the "Taskbar". Then click "Open Volume Mixer". Do they show listed there? If nothing shows, there could be a problem with either the headphones, or the port.
Test the headphones in another device. If they don't work there, then they are the problem. However, if they work in another device, then the port may either be input only, or damaged so that it won't accept input devices. Or it could even be something with the jack on the headphones and the port sections not connecting.