I have the same problem, I used the optical cable for the connection between the headphone base station and the TV.
where do you set the volume of the headphones?

Is the volume of your TV inflicting it? Or is it muted?

If you can't turn up the volume from the side buttons then they are faulty. Also check the small round button beside the volume buttons is not muting the headphones.

I found it was also best to connect the base to the tv by using the supplies optical cable.