Here's a couple obvious things to check.
Are they plugged into the right socket? I think speakers plug into the green socket.
Are they powered speakers? If not, they may have to be plugged into the headphone socket (black? not sure on this one).
Are they muted by the OS? Is there a red "X" on the speaker icon in the lower right-hand corner? If so, click on the icon, and un-mute them.
Is the sound level in the OS turned down too far? On that same icon in the corner, click on it, and click-n-drag the output level bar to the top.
More difficult to check, but is the driver for the sound card installed?
Again, obvious gotchas, but let's check the obvious before moving on. If you need help, post back, and I can try to walk you through some of these steps.
also make sure the sound services are enabled, so click on start and go to run and type in services.msc and then go to the very bottom of the list. "Windows Audio". make sure that the service is enabled. if it isn't, then Enable it.