you need to go to Control Panel > System > hardware tab > device manager
find the button that says scan for new hardware and click it.
after it finds your soundcard you will need to install a driver for it
so rightclick on it select install driver and hopefully here you have a drivers cd that came with the computer, so if you do, then point the installation to the cd and let it search for the driver
if no cd is available, you need to note which make and model your soundcard is, go to the manufacturer's website and download the latest drivers for your sound card. once that is done you can point he driver installation to the files you've downloaded.
if your computer is from dell/hp/etc they often offer all the best drivers for your machine on their support website, so take a look there if you cannot find drivers on manufacturer's website