you can test your mic to see if it works in your windows control panel. open your control panel look for icon that says sound and audio devices (if using classic view of the control panel. then select the voice tab and the test hardware button. If you can get the mic sound to work its something else thats blocking it. If your mic does not work then check your connections.
if you have a sound card installed and a onboard sound then check to see that the one you which to use is set as your default or primary device. This is done in the control panel/sound and audio devices/audio device tab
also some mics have a mute button check to see this is not set to mute.