I have iphone 5 and I can't hear from headphone since I had bought it. If there is any setup I can do it...?

you should test with another 3.5mm minijack headset to see if it's the headset or phone which have the problem

as try the headset in another device with 3.5mm minijack connector many many many things have those all computer do

but anyway everything in the box is covered by the same warrenty