Depends on the operating system and the type of headphone. Generally nothing. Some might give you a little box saying what it thinks you just plugged in, but often headphones give nothing, unless they use a USB cord (most headphones just use an audio plug).
@Call_Me_Jay, How about the most basic headphones (like from 30 yrs ago or something,but not necessarily). There is supposed to be 3 OKs to click on before hearing sound.
@Zaku“Depends on the operating system and headphone”. Very sound answer. Thank you
@elbanditoroso Hehe. Yes, though computer cases ports may not actually be connected, or there may be some other form of hardware/software problem. Also a computer may have several audio plugs which are not well-labelled, all of which can take an audio plug but not all are headphone ports. Or your OS or software may mis-identify what you plug in. In which cases, it can be handy if the computer can acknowledge what it thinks you have plugged in, or not.