headphones problem

Hello, recently i bought my first pc and of course i wanted to play some games on it. I did every setting that i need but when it came to plug my headphones it wasn t working. I want to say that i have only one jack, and my "box" has the combo jack, but even after selecting everything it s not working or the person it s hearing me like i would be far away but i m not hearing that person and the other way around. Can someone help me with what i should do please?