Why is my audio coming out of the laptop instead of the headphones?

Why is my audio coming out of the laptop instead of the headphones? (Or vice-versa.)

To check what audio output is set as, do the following:

1. Left click on the audio icon in the lower right corner of the screen.

2. This box will pop up and show the currently selected audio output.

3. To change this, left click on the small up arrow in the top right of that pop up.

4. You will now see a list of avaliable audio devices on your PC/laptop. The "Speakers (Realtek(R) Audio)" are the built in laptop speakers.

The headset will be other option and may have a different name depending on the model you are using.