Try going into System Preferences to the Sound icon and select the Input tab.
- Make sure your Voxa USB Microphone is selected (highlighted) in the list, and not your Internal Microphone.
- Then adjust your input volume. Usually, it should be set midway on the slider bar. And test in your normal voice and distance from the Microphone that your real-time "Input level" meter is going to about the halfway mark as well.

I don't know what program you are using to record audio, but try using the built-in QuickTime Player app and before you click the red record button, select your input device as well.
If adjusting your Input Volume above does not produce good results still, make sure you are trying to connect directly to your USB port on your Mac and not through any kind of USB hub. Also try the other USB ports on your Mac to see if that makes a difference.
If none of this helps at all bring up the Audio MIDI Setup app and select your Voxa USB microphone and try adjusting the Format settings or Volume settings there. Typical format settings would be 2-channel, 24-bit, 44.1 kHz but you can try other settings.
If all else fails you can try contacting them on their support page:
https://www.trust.com/en/product/22810-voxa-usb-desk-microphone-black#downloads
From what I can see however, they don't even mention Mac support or compatibility. Usually this is not going to be an issue for a USB microphone, but since this is only a very basic entry-level hardware device I can easily see the Mac not liking it, and it my require dropping down the sample rate or resolution. Since Mac's are used for hi-fidelity recording and sound production it's defaults, like 24-bit recording, may be pushing your Microphone hardware too much versus a generic Windows machine.