Have you made sure the volume is turned up in the Volume control?
Also, go into Audio Properties in the control panel (this is making me think a bit! It's been a while since I had a PC set up in my room), and then there should be something somewhere that says SPEAKERS. Make sure you have the right setup chosen here. NONE will result in... no sound!😛
Make sure SPDIF output isn't enabled or anything either.
Also, are the sockets on the soundcard colour coded? If so, then the speakers should be connected to the GREEN connection...