If This is a home built system there should be a cd with your mb. On that cd will be a sound driver. If this is a dell or hp go to the vendor web support page for the right driver for your system. To see if there a sound chipset driver loaded look under control panel...system...device manager...sound.
If there s one loaded and there no yellow !!! Check the speaker icon on the lower right of your desktop and check to see if all the sound outputs been mutted.