3 places to look:

1. As Gnomad says look in Start>Accessories>Entertainment>Volume Control

2. Start>Control Panel>System>Hardware>Device Manager and
   Start>Control Panel>Sound to look at the status of the hardware

3. BIOS. Press the [del] key during boot (usuall del it may be F2 on yours. Check that the sound is enabled (usually found under PCI devices or similar). This assumes your sound is built into the motherboard, and not an add-card, e.g. a soundblaster.

4. Stick headphones in the green socket just to check it's not your speakers!

If none of these work please post the make and model of your computer and I will try and help further.

AP