The headphone may not be plugged all the way into the jack. Try firmly pressing the headphones in. If that does not work, the jack may not be connected and need to be replaced. Confirm that it is not the headphones that are not working by testing them on another device first.
The device may be dead. Try connecting the device to USB cord and allow it to charge. If that does not work then try resetting the device with a small paper click in the reset pinhole on the side of the device.