First what computer, what operating system?
look for the speaker icon in the lower right hand desktop, (in XP, its lower right) double click that icon, the mixer comes up. Are the volume controls on the mixer raised up? Or does the audio application appear? Check the audio settings.
If not, click:
my computer, control panel, system, hardware, device manager, sound video and game controllers, look on the list, is there a function driver for the audio?
If there is no driver listed you may need to reinstall the missing drivers.
If the driver is missing, what kind of computer model is it?