on the front of a cd drive that is installed in a desktop, there is a headphone jack and also a volume control.
However this (generally) is a poor way to hear sound because it is controlled by the cd drive alone. Often the sound is very faint.
Your pc should have either onboard sound or a soundcard, with input from the cd drive. These have their own speaker sockets which you should be using. Possibly there is a separate headphone socket.
Generally one connects a pair of speakers to the speaker socket. The speakers have their own power supply and internal amplifier and volume control. (in addition to the pc's software volume control).
In one of the speakers there is a headphone socket, which when used cuts out the speaker's sound, and the speakers volume control still functions, but for the headphones.
Hope that is clearer. Please advise back on progress.
Good Luck -Keep us posted.