Your motherboard manual describes where to plug in the front audio.
Are you actually getting sound out of the REAR audio jacks to desktop speakers?
It's possible that the audio source is switched to the USB headphones thus deactivating the onboard sound.
1) the onboard sound is enabled in the motherboard BIOS
2) make sure the proper DRIVER software is installed (see motherboard drivers for your motherboard AND version of Windows)
3) the onboard sound is the DEFAULT (right-click the audio icon in the System Tray-> "playback devices" -> "Realtek (or whatever)" set to DEFAULT.
4) confirm sound to desktop speakers via the green 3.5mm output jack on the rear of the motherboard
*If you then get sound from the motherboard but NOT from the front panel this means the case front audio cable is not hooked up correctly.
**It's also good to:
- make sure BIOS is up to date
- make sure motherboard drivers are up to date (motherboard site)
- Microsoft Updates all done (I use automatic updates. *Warning - never allow driver updates for audio, ethernet or graphics. The are sometimes WRONG. Just HIDE them.)
- test Memory ( www.ultimatebootcd.com ; Memtest86+ v4.2)