May sound obvious (pun intended) but have you checked whatever device you are outputting sound to (e.g. plugged in)? Try swapping it with another set of speakers? Since you tried sound with a headset and it worked it seems like Windows is working ok but your sound device is not.
Check your sound options in msfs as well as Windows.
I think there have been a few reports of this recently. Not sure if msfs or windows issue. Give it a search in the forums.