Hi JazzDave,
Please make sure that sound devices are connected to the computer before launching jammr.
After jammr has started and your friend has logged in, go to jammr | Preferences to check the input and output device.
The output device name may not say “Headphones”. It could be “Built-in Output” or similar if your friend is using the computer's built-in soundcard.
There is an audio setup guide here that may help:
https://forum.jammr.net/topic/1987/If you would like me to review the audio configuration, please go to Help | Show log and copy-paste the technical information that is displayed on this forum.