Right-click the speaker icon in the system tray and select Sounds. One is to use the default Windows Sound settings and the second is to use the sound driver’s own audio control panel. If despite the sound driver being up to date, your headphones aren’t detected in the Volume Mixer there are two ways of dealing with this. To do so, go the Device Manager and check if an update is available for the sound driver. Make sure your sound driver has been installed properly and that you’re running the latest version. Windows 10 will detect the headphones as new hardware and sound will of course be routed through them but to manage them as a separate audio input/output device you need to add them first. Windows 10 is no different but if you’re headphones don’t show up in the volume mixer this simply won’t work. It lets you interdependently manage the volume for these devices and can change volume settings on the fly when a device is connected/disconnected.

Windows, as far back as Vista, has been able to identify multiple audio input and output devices connected to a system.

Headphones quiet at max volume