I assume you refer to this?
http://www.acer.com/ac/en/US/content/predator-models/desktops
Silly questions:
(1) Does your monitor have speakers?
(2) Did you plug in headphones into the correct jack?
(3) When you plugged in headphones (when the PC was on I assume), is there a pop up window which informs you you have plugged in a new set of speakers (or similar)?
(4) Is your volume set to a reasonably level?
Aside from the silly questions, if you don't get a pop up when you do plug in headphones then I wonder if the connections were made correctly. You could open up the PC to check yourself, though you'd likely need the motherboard manual.