When you make a voice or video call, you will need to ensure that the correct audio device is selected. The system will automatically choose one as default so it's only important to follow these steps if you have more than one.
Click on the Lync icon, then at the top-left of your desktop, click Lync>Preferences
Click on Audio and use the drop-down list to select your preferred device.
Note: if you do not hear anything when testing your audio device, make sure that your system volume is turned on.