First off, let's not rush into replacing sound cards or hardware until we are sure that the problem is really at the hardware (electronic) level.
Electronic PC components feature protection circuits, so even if the output is short-circuited or overheated, it will protect itself.
Related to your question, most sound cards (or interfaces) are integrated in the motherboard chipset - there is an easy way to establish if this is the case:
- most laptops have integrated sound interfaces;
- for PCs, you can simply look at the back of the case and see if the audio jacks are in the same pane as the other (many) connectors (USB, PS/2 keyboard / mouse, LAN, etc) or they are in a separate plane, usually perpendicular to the main mobo panel.
Back to the sound issue, first check the obvious, but most often overlooked parameters:
- is the sound muted? (check windows Notification Area or Control Panel > Sound)
- is the audio system jack correctly connected and the audio system powered and not muted?
- is the game the sole program that has no sound (have you tried using the test sound in window's Sound configuration or any music file separately?)
If none of these solves the problem, then we'll go a bit further and consider that the problem may be in the audio driver.
Go to your computer OEM website (HP / Dell / Lenovo / etc) if your PC / laptop is OEM or to your motherboard / audio interface OEM website, and search your model (there are plenty of guides on the Internet to identify your hardware, or simply download a free tool such as HwInfo32).
Usually you can find the drivers in the Support or Downloads sections. Download and install the latest driver, reboot, and check the sound again.
Only if the driver re-installation and preferably a separate check in another OS (using a LiveCD for instance) won't work, we can consider that the problem is at hardware level (oh, and I forgot checking the BIOS if your audio interface isn't magically disabled, but that's a rare case if it worked before).
Keep us posted, and keep in mind that we can help further only if you describe details of your configuration and steps you used.