What Linux distribution are you using? Some provide you with a sound test that allows you to troubleshoot your sound system.
Could you provide some information to help people in the forum to better answer your question? Such as what sound card driver your system is using, what window manager you are using, and what sound mixer you are using. Sometimes, sound problems are as simple as not having the right settings on the mixer, or having muted the sound output to the speakers.
You can get driver information by finding the output for the soundcard with the command: