Okay.. First please check if your headphone is plugged into your pc. Secondly make sure that the Windows Audio Services are enabled and automatically starts with the launch of system in services.msc as shown in the following image
http://puu.sh/vtnR8/3e8403353d.png
Also make sure that all of your audio drivers are correctly installed, enabled and not corrupted via the Device Manager as shown here
https://puu.sh/vtnWa/3b06cc755e.png
Let speakers be your default sound device and play around the sample rate and bit depth in Advanced properties of your speakers (or just click on Restore Defaults) till you get it to work.
Good luck