A-ha! I think I may have figured this no-sound-from-headphones problem, at least for the Surface Pro 3. It's a long explanation, and I hope I don't exceed any posting limits.
1. Make sure that sound is configured to recognize the headphones as the default device when they are plugged in. To do this:
a. Go to “Search” from the Start page and select “Settings” from the drop down.
b. Type in “adjust sound”, and select “Manage Audio Devices” from the list. It should be the last one
c. Select the “Playback” tab. You should see an icon for speakers which should be marked “Default Device”. Plug in your headphones. A second, headphone icon should appear. If it is marked “Default Device”, close the dialog box. If it isn’t, highlight the headphone icon and select “Set Default” from the bottom of the dialog box. Click “Apply” and “OK”.
2. Headphones on the Surface Pro 3 apparently do not automatically disconnect the internal speakers when plugged in, nor reconnect them when unplugged. Before you start the audio playback you want to listen to through your headphones, you need to PLUG IN THE HEADPHONES FIRST, then start the audio playback.
3. If you want to change from headphones to internal speakers during the playback, you need to STOP the playback, unplug the headphones, and then re-start the playback.
4. The last step didn’t always work for me. Easiest thing to do is re-boot. However, if the speakers won’t work, stop the playback, plug in the headphones, start the playback, stop it again, unplug the headphones, and re-start playback. It seemed helpful to go slowly when changing back to speakers from headphones.
Hope this helps. I'm not sure if Microsoft wanted it to work this way, or if I just have a faulty headphone/mic jack.
