You can run alsamixer by entering the following in terminal:
To setup the volume of those inputs/outputs, you can navigate by arrow keys left/right.
Setting the volume up/down is done by arrow keys up/down.
And you can navigate through output (playback), recording (capture) and all the mixers by pressing the tab key. You can see the status of which is conected in the left-upper corner.
If it says that you don't have this application, you need to install it. It is found in alsa-utils package.
sudo apt-get install alsa-utils
Don't forget to read alsamixer's manual. I haven't read the manual and I had a problem: everything was working fine, but there was no sound in headphones. It turned out it was the mute switch (m key).