You may need the driver. Are you using on-board sound? If so, please provide your motherboard make and model, and we'll look for the the driver.
Or do you have a separate sound card? If so, please provide the make and model.
First, check the speaker volume to see if it's muted. It should be down by your clock. If the sliders are grayed out, you likely need to install your audio driver, as noted by treefrog07.
Hi, you can try this:
Click on start, then right click on My Computer, then click on Properties. Next click on Device manager. In the list of devices installed on your computer, do you see any exclamation points or x's next to a device?