The 3 rear audio plugs are set up for HD audio by default. You didn't mention your case, but if you have 2 audio I/O plugs, make sure you use the HD audio one. If your case has just single wire plugs for the audio, double check they are connected correctly.
You must have loaded the Realtek audio driver to get earphone sound from it.
Go to the HD Audio Manager (sometimes there will be an icon in the system tray) where you have to configure the microphone on the microphone screen display.
It works either on the back panel, or the front I/O port, but not both simultaneously. You have to select your choice on that display screen. Also make sure the recording volume is not muted, or you won't hear any audio input.
I didn't see the Audio Manager mentioned in your user manual, so check out the display screens for information.