Raymond, are you sure ....that you are putting the Audio cables....into the right sockets?
Whether it may be......'on-board Sound' or via an add-in Sound-card, you put cables into wrong sockets, you generally get no sound.
Period.
Most are marked....with an imprint, of what goes 'where', these days.
Usually, there are 4. (More, if you have "Surround Sound".)
The most common set-up is,
Microphone
Speakers/Headphones (this is the one you should be connecting to.)
Bass
Digital (Here, if you have Digital Speakers/Sound-card. Doesn't work...for Analogue,self-explantory.)
Still can't get Sound to work.........use the Troubleshooter program, download the proper drivers, refer....to Manufacturer's web-site.....for more info, like PZ has suggested.
Getting sound...via USB, means.....you have the right drivers.
No sound, means...you have the wrong ones.
(Simple enough, to understand.)
What sort of Speakers are you using?
How are they set?
How are they configured? (They may be configured wrongly, have you considered this?)
Look in......the 'Properties'...of your Audio program, via the "Control Panel" program, and, make sure they are set right.
And, go through the whole process, again....of the list I've provided.
My best guess, is, that you have plugged 'IN' a cable...somewhere you shouldn't have plugged one in.