You need to specify the OS you are using.
1. If you are using WIndows XP, XP automatically configures and activates volume/sound card/on board sound adapter of your computer. Can you see a small speaker icon on the desktop? If not, go to start, all programs, accessories, entertainment, then look for volume control, if it is activated (volume control panel appears when you click it), then check setting of your volume controls, it could had been muted (master volume, and all other volume controls).
2. If no icon appears or you can't activate the volume control panel, try add hardware feature in the control panel.
3. Try re-installing Win XP.
If you are using Win 98, you have to activate the volume control panel by adding it during installation or re-installing the feature(install additional windows feature) thru the control panel, then system or even sound option.
4. If you are using a sound card, use the install CD of the sound card, or check connections to the sound card. You might have inserted the speakers plug to the microphone jack. Also applies if you are using an on-board sound adapter.