Computer headset problem

I have a logitech head set with a speaker that hooks up via the USB port and my computer will recognize the device and I can go to the speaker/volume icon at the bottom of the screen and find the device and manipulate the setting but nothing comes through the headset.

Not sure what else to give unless people want ot ask specific questions since I understand there is a plethora of things that it could be and I am hardly the most computer literate when it comes to this kind of troubleshooting.