1) Check to see if your speakers are plugged in.
2) Check to see that they are plugged into the right connector.
3) Then check to see if the speakers have power.
4) Then check to see if the volume on the speakers is turned up.
I know this sounds stupid and I'm not trying to be insulting but... I've done this more then once myself so its a good checklist to get started..
Unfortunately many computers have more then one way to silence a port. Depending on what operating system your running check the audio and see that nothing is muted or potted down to zero. Some laptops have a volume up down button. Or worse some have a weird ALT (Some key) that mutes or turns the volume down. If you can get the manual check that out. On my samsung its really obscure how to turn on WiFi and get audio. And I wish the genius that designed it that way eats my CD collection.
RANT - I really don't want or need 3 or more ways to control volume. I think we need one that works and no confusion over which one is off or what port is on. Leds cost next to zilch. Why not have a green one for audio that is hot and red for when something has it muted? Or just have them on all the time and we use the manual volume knob on the speakers?