What is the brand and model number of your motherboard (or PC if factory built)?
Look on the back of your computer in the rear panel I/O area (this is area where many connectors are clustered, including mouse, keyboard, etc.). Are there any audio connections? Typically, at least L, R and Mic. If not, then you need to buy a sound card. If there are audio connections, you need to make sure the audio device is enabled in the BIOS Setup menu.