Try going into your PC audio setting and click to hear from speaker and test to see if you can hear yourself then?
Not knowing your OS hard to say where your settings are for sure.
But usually go into sound or sound devices in CP, then look for your microphone and right click should have settings in there itest and see if it comes back thru the speaker ( keep volume down a bit or you will get feeedback ).
Do you use a external Mixer ?