Why is there no sound coming out of my b amp?

I just bought a Squier jazz b. I'm new to the instrument and the whole b amp workings. When I plugged my guitar in all I had to do was hook up the inputs and jam. With my new Peavy b amp though I only get sound through my headphones. Once I unhook the headphones nothing comes out. Am I doing something wrong here or do I have a faulty amp? This seems like a stupid question to me but any help would be appreciated. Do I need to get a beefier cable? I was under the impression that I could use my guitar cable with my b.