If your devices are connected or paired, yet you cannot hear any sound or music, follow these steps:

1] Confirm that both your device are paired. On your Windows PC, open Settings > Devices > Bluetooth, and make sure the other device shows as Paired

2] Ensure that your Bluetooth speaker is turned On.

3] Right-click on the Taskbar Volume icon and select Playback devices.

4] In the Playback tab, select the Bluetooth speaker.

5] Right-click on the selected speaker and select Connect, and then set it as Default.

This should help.

Related read: Cannot send or receive file via Bluetooth in Windows 10