When I connect the headphones to my laptop they work good,but when I take them of my laptop doesn't have sound at all . What can I do ?

This may just be a settings issue.
With the headphones disconnected, click "System Preferences" on the dock and then select "Sound".
From the Sound window, select the "Output" tab and then select "Internal Speakers".
Once you have "Internal Speakers" select, check that the slider at the bottom of the window is moved over to about 3 out of 5 on the scale and that "Mute" is NOT checked.
Once you have done this, close the window by pressing the the red button at the upper-left. Check whether or not you have sound now. If you do not, then something has failed inside your Macbook and you will need to have it repaired.