Please make sure that all 3 cables (one for each ear pad and one which connects the headset to the device) are correctly connected.
At the jack, there is a security ring which, if it's not connected well, there won't be sound connection. Please turn the cable until it clicks. I will attach 2 photos where you can see what's wrong and what's correct connection.
Also, please test out the headset on another PC if you have that possibility.
The splitter cable should be used with a PC, and the correct output device needs to be selected.