First, go to Start, type dxdiag and open the utility. Click the Sound tab, check your sound card model and download and install the latest drivers available from the developer web page. After that, check if you plugged the headset in the green jack of your computer. If the problem persists, go to Control Panel, type troubleshooting in the Search field from the right corner and open the utility. Click Hardware and Sound, select Playing audio, press Next and follow the on-screen instructions. For further solutions, you can check Microsoft Support page.