You may have to jiggle it to get a good connection. If any cable is frayed, excessively bent, or otherwise damaged, it might be unusable.
Generally, audio output devices should go into the green port, which sometimes has a headphone icon. Confirm that you have the audio cables plugged into the right ports.
It's a good idea to unplug and reconnect everything, just to make sure there are no loose connections. Make sure that all audio (and power) cables are firmly plugged into your computer, as well as into the device. Next, you should check the physical connections of all your audio devices, especially if your desired output didn't show up in the above menus. Check All Audio Cables and Wireless Connections
