Ok,
You have a soundcard if you can hear sound - its that simple, however it depends on your machine where ports are and it sounds like you're connecting either a headset or a VOIP handset?
Some newer machines have headphone and mic sockets on the front of the box as well as on the back. If nothing on the front, look at the back and the headphone socket will be the same socket your speakers are currently connected to (should be a green socket). The mic socket normally is pink. Only thing is that when you plug in your headphones, you'll lose your speakers (hence why sockets started appearing on the front!).
If you only have at the back and want them to be connected permanently, invest in a 3.5mm splitter from maplin or something so that they can both be plugged in - one piece of advice though, turn the speakers off or down low if using the headphones as the mic may pick up the sound coming out the speakers and get into a feedback loop.
HTH
Pooh's hubby!