Sound Card Not Functioning

Good day...

Recently I bought Dell Pro Tower Plus QBT1250. I made 1 "mistake" by not buying a desktop with audio jack to connect my Bose external speakers. So, I bought a sound card (Sound Blaster Z SE) and installed in the PCIe slot. My issue is that once I turn on the desktop, the sound card not detected at all. I've installed the sound blaster apps too. It keeps saying unable to detect external speaker. I have tried and slotted in 3x (just to ensure I have locked the card correctly). Currently, my sound only can be heard at the internal speaker inside CPU (you can see in below photo of the internal speaker connection on motherboard).

Seeking suggestion(s) how to enable my sound card. 

Did I miss something here? Do I need to connect any cable onto the sound card? 

Thank you.