If you are not getting audio, the drivers for the audio device are probably not installed correctly, or Windows has installed the wrong drivers. Refer to the following FAQ for your operating system:
If the drivers are installed correctly, try recording in another file type.
To record in another file type:
Try two or three different file types. If the audio works for some file types but not the one that you want, then it is likely a codec issue. You can download free codec packs online by searching for them in a search engine like Google.