Welcome to Android Central! Do you mean that the volume control on the headphones doesn't do anything? Which headphones? Do you know if they're specifically "Made for iPhone"? If so, there may be slight incompatibility with non-iOS devices.
If they're not specific for iPhones, then use a can of compressed air to blow out the headphone jack, and root around with a damp toothpick, to make sure there isn't any debris in there.