You said you tried plugging it in all things? Well there's only one socket in your motherboard that is designed for a microphone, so first locate that and plug it in. I can guarantee you no other port (apart from the line-in with tiny volume levels) would ever work. If you can't tell which one it is, usually there's a indented picture of a mic by the port itself.
You say you checked sound? If you uncheck the volume control box that says mute (the microphone one of course), then any sound from the mic will be played through your speakers. You also need to make sure that the correct device is set as your recording device. Do this in the "Sounds and Audio Devices" section of the control panel (the audio tab).
If you have done all this, and the mic still doesn't work, then either try a different mic or try the mic in a different machine. It's unlikely the microphone just doesn't work, it's usually that a setting is wrong somewhere. How long have you had it?
PS: I guess we ought to establish first whether it's a USB Mic or one that uses a standard 3.5mm jack. LOL