If there is no sound coming from your speakers, first verify that the volume is not muted and the speakers you are using are not powered off.
After that, you want to confirm that you are connected to the proper speaker output. If you have purchased a sound card and want to use that instead of the system's built-in audio as your speaker output, make sure you connect your speakers to the sound card instead of the onboard connection near the USB ports of your PC system.