Perhaps you are plugging the jacks into the wrong inputs. There is usually one input that is green (or colored, for that matter), this usually indicates the headphone jack. Pink generally represents where the microphone should be plugged in. Also, if you haven't already, look up your microphone's manufacturer and download its latest drivers. Also, try plugging in the microphone first and let you're (assuming you are using Windows 10) Windows recognize it. If this doesn't work, check your sound control panel (Control Panel<Hardware and Sound<Manage Audio Devices<Recording) and make sure that your microphone is set as the default device.
I hope this helps.