1) Begin playing something with audio such as a Youtube video, your desired training course, music, etc. If you are using speakers be sure to turn the volume to a reasonable level. Doing this step first will help you in step #3. Double-check the volume on your media; youtube and most music / video players, for example, have their own volume control and mute control.
2) Right-click the sound icon in your system tray and left-click "Open Sound Settings" The system tray is at the lower right-hand corner of your screen next to the time/date.
3) Change the output device by left-clicking the dropdown list under "Choose your output device" If you are unsure which device is the correct output device, select the next available device and wait a few moments. Since you have audio playing from Step 1 you will immediately hear sound when the correct output device is selected.
4) Double-check the "Master Volume" selection in the same window, adjust as needed. You can also mute or unmute sound by clicking the sound icon directly to the left of the volume bar.
5) Close the window by left-clicking the "X" in the top right corner.