There can be many possible reasons for the it's non functioning.

1- First did you install the speaker driver?
2- Check if it is installed properly, by going to control panel>sounds
3- See if the speakers are properly wired according to the input and output sockets at the back
4- Check if you have inserted the speaker pin in the right slot of the sound card.

You can also get help from windows about it's troubleshooting.