Make sure all physical connections are okay. Try a different port.
Right-click the speaker icon in taskbar and select "Open Sound settings"
Verify correct output device is selected
Check if audio is muted or volume is too low
Run Windows audio troubleshooter (Settings > Update & Security > Troubleshoot > Playing Audio)
Restart your computer.
Check Device Manager:
Are there any yellow warning icons by audio devices?
Try uninstalling the audio device completely (not just drivers) and restarting
Download audio drivers directly from your PC/motherboard manufacturer's website instead of using Windows drivers