If you have two holes on your HP computer, one for the microphone and the other for the headphone, you can connect your audio device to your computer using an audio cable with a 3.5mm stereo plug. Plug one end of the audio cable into the headphone jack of your computer and the other end into the audio input port of your audio device.
You can then adjust the volume of your sound device by adjusting the volume control on your computer.
If your audio device has a separate power supply, make sure it is turned on and connected to a power outlet.