Windows 10 Audio Settings

Go to start, enter Control Panel, and select Control Panel from the list of results.
Click on Hardware and sound
Under sound, click on manage sound devices
Under the Playback please click on 2-USB PnP Audio Devices and then select Set Default. 
Once the 2-USB PnP Audio Device has been Set as Default then please click OK. After the steps above have been done, you will then be able to listen to Audio through the headset.
Please contact customer service if the troubleshooting above does not solve the problem.